The Econometrics Of Financial Markets
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The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist
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Type: BOOK - Published: 1997 - Publisher: Princeton University Press
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Language: en
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Type: BOOK - Published: 2019-02-21 - Publisher: Cambridge University Press
Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.
Language: en
Pages: 381
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Type: BOOK - Published: 2011-10-12 - Publisher: Springer Science & Business Media
The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometr
Language: en
Pages: 376
Pages: 376
Type: BOOK - Published: 1996 - Publisher: Oxford University Press, USA
Providing a comprehensive introduction to the subject of financial markets, this study includes unique analyses of the pricing of options and futures, particula