| Titre : |
Financial econometrics : problems, models, and methods |
| Type de document : |
Livre |
| Auteurs : |
Christian GOURIEROUX, Auteur ; Joann JASIAK, Auteur |
| Editeur : |
New Jersey : PRINCETON UNIVERSITY PRESS |
| Année de publication : |
2002 |
| Importance : |
528 p. |
| ISBN/ISSN/EAN : |
978-0-691-08872-3 |
| Prix : |
138 EUR |
| Langues : |
Anglais (eng) |
| Mots-clés : |
Management
FINANCE DE MARCHE ; STATISTIQUES ECONOMIQUES
|
| Résumé : |
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 econometrics skills. |
| Permalink : |
https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=233556 |
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Financial Econometrics : Problems, Models, and Methods / New Jersey : PRINCETON UNIVERSITY PRESS (2001)
Financial econometrics / New Jersey : PRINCETON UNIVERSITY PRESS (2002)
