| Titre : |
Financial Econometrics : Problems, Models, and Methods |
| Type de document : |
e-book |
| Auteurs : |
Christian GOURIEROUX, Auteur ; Joann JASIAK, Auteur |
| Editeur : |
New Jersey : PRINCETON UNIVERSITY PRESS |
| Année de publication : |
2001 |
| Importance : |
529 p. |
| ISBN/ISSN/EAN : |
978-0-691-18702-0 |
| Langues : |
Anglais (eng) |
| Mots-clés : |
Management
MARCHE FINANCIER ; ECONOMETRIE
|
| 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. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in today's rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances |
| Nombre d'accès : |
1 |
| En ligne : |
https://neoma-bs.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/ne [...] |
| Permalink : |
https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=534974 |
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Financial Econometrics : Problems, Models, and Methods / New Jersey : PRINCETON UNIVERSITY PRESS (2001)
