£167.98

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£168 today · usual range £121–£178 · best ever £121

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

Amazon

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£178.17 £115.11 £128.87 £142.63 £156.38 £170.14 £183.90 25 July 2026 09 August 2026 24 August 2026 08 September 2026 24 September 2026
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16 days 11 days 1 day · current 3 days 4 days 5 days 22 days 0 6 11 17 22 £121 £165 £168 £171 £173 £176 £178 Days at Price

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Price range: £121 - £178

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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

Format
hardcover
Domain
Amazon UK
Release Date
22 September 2008
Listed Since
17 August 2007

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