Financial Econometrics (Routledge Advanced Texts in Economics and Finance) - Image 1

£66.54

Routledge Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Name: Financial Econometrics (Routledge Advanced Texts in Economics and Finance)
Brand: Routledge
Price: 66.54 GBP
Availability: InStock

Applied Mathematics

It has never been this cheap. We have no record of a lower price.

£67 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 54 days · 54 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 54 days • 1 price levels

Days at Price

Price Analysis

Most common price: £67 (54 days, 100.0%)

Price range: £67 - £67

Price levels: 1 different prices over 54 days

Description

This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes: - unit roots, cointegration and other developments in the study of time series models - time varying volatility models of the GARCH type and the stochastic volatility approach - analysis of shock persistence and impulse responses - Markov switching and Kalman filtering - spectral analysis - present value relations and rationality - discrete choice models - analysis of truncated and censored samples - panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.

Product Specifications

Brand: Routledge
Format: paperback
ASIN: 0415426693
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 22 September 2008
Listed Since: 23 July 2007

Barcode

No barcode data available

Routledge Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Time Series and Panel Data Econometrics

Financial Econometrics: Models and Methods

Financial Econometrics: Models and Methods

Financial Econometric Modeling

Dynamics of Markets: The New Financial Economics

Handbook of Financial Econometrics: Tools and Techniques: 1 (Handbooks in Finance, Volume 1)

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

Financial Econometrics: Methods and Models (Routledge Advanced Texts in Economics and Finance)

Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance)

Handbook of Financial Econometrics: Applications (Volume 2) (Handbooks in Finance, Volume 2)

Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)

Dynamic Econometrics: Models and Applications

Applied Econometrics: A Practical Guide (Routledge Advanced Texts in Economics and Finance)

The Elements of Financial Econometrics

Introductory Econometrics for Finance

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications: 206 (Frank J. Fabozzi Series)

Econometrics for Financial Applications: 760 (Studies in Computational Intelligence, 760)

A History of Econometrics (Volume 165) (Contributions to Economic Analysis, Volume 165)

Essentials of Time Series for Financial Applications

Time Series Econometrics (In 2 Volumes)

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

Econometric Methods And Their Applications In Finance, Macro And Related Fields

Financial Econometrics: From Basics to Advanced Modeling Techniques: 150 (Frank J. Fabozzi Series)

Time Series Econometrics (Springer Texts in Business and Economics)