Financial Econometrics

This book - an overview of contemporary topics related to the modelling of financial time series - is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.

About the author

Peijie Wang has taught numerous finance, accounting, and investment courses at postgraduate, undergraduate and MBA levels and supervised various PhD theses and Masters dissertations at City University Business School, University of Manchester, Manchester Business School, UMIST and other institutions. He has published widely in major finance, economics, real estate and statistics journals.

Summary

This book - an overview of contemporary topics related to the modelling of financial time series - is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.

Product details

• Authors: Wang Peijie, Peijie (University of Plymouth Wang, Peijie Wang
• Publisher: Taylor and Francis
• Content: Book
• Product form: Paperback / Softback
• Publication date: 31.12.2021
• Subject: Social sciences, law, business > Business > General, dictionaries
• EAN: 9780415224550
• ISBN: 978-0-415-22455-0
• Pages: 192
• Dimensions (packing): 15.6 x 23.4 cm
• Weight (packing): 294 g
• Series: Routledge Advanced Texts in Economics and Finance; Routledge Advanced Texts in Economics and Finance
• Subjects: Business & Economics / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Business Mathematics, Finance & accounting, Applied mathematics, Econometrics, Finance and accounting, Econometrics and economic statistics, spectral methods, econometric modelling, financial data analysis, discrete choice estimation, panel data techniques, advanced time series econometrics, rational expectations testing