Contributions to Financial Econometrics : Theoretical and Practical Issues Paperback / softback
Edited by Michael (University of Western Australia) McAleer, Les (University of Canterbury, New Zealand) Oxley
Part of the Surveys of Recent Research in Economics series
Paperback / softback
- Information
Description
This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package.
Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models.
Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field.
The volume as a whole makes a significant new contribution to the literature.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:264 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:07/11/2002
- Category:
- ISBN:9781405107433
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Paperback / softback
- Pages:264 pages
- Publisher:John Wiley and Sons Ltd
- Publication Date:07/11/2002
- Category:
- ISBN:9781405107433
