The Elements of Financial Econometrics

The Elements of Financial Econometrics
Author: Jianqing Fan
Publisher: Cambridge University Press
Total Pages: 394
Release: 2017-03-23
Genre: Business & Economics
ISBN: 1107191173


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A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.


The Elements of Financial Econometrics
Language: en
Pages: 394
Authors: Jianqing Fan
Categories: Business & Economics
Type: BOOK - Published: 2017-03-23 - Publisher: Cambridge University Press

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A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematic
Elements of Financial Risk Management
Language: en
Pages: 346
Authors: Peter Christoffersen
Categories: Business & Economics
Type: BOOK - Published: 2011-11-22 - Publisher: Academic Press

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The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new da
The Econometrics of Financial Markets
Language: en
Pages: 630
Authors: John Y. Campbell
Categories: Business & Economics
Type: BOOK - Published: 2012-06-28 - Publisher: Princeton University Press

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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
Financial Econometrics
Language: en
Pages: 585
Authors: Oliver Linton
Categories: Business & Economics
Type: BOOK - Published: 2019-02-21 - Publisher: Cambridge University Press

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Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.
Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)
Language: en
Pages: 5053
Authors: Cheng Few Lee
Categories: Business & Economics
Type: BOOK - Published: 2020-07-30 - Publisher: World Scientific

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This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econo