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Financial Econometrics (English, Christian Gourieroux | Joann Jasiak)

by Christian Gourieroux | Joann Jasiak

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Book Details

Publisher
Princeton University Press
Language
English
ISBN-13
9780691088723
ISBN-10
0691088721
Author
Christian Gourieroux | Joann Jasiak

About the Book

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced…

ISBN: 9780691088723

ISBN-13: 9780691088723
ISBN-10: 0691088721

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Product ID: isbn-9780691088723