£87.30

About as cheap as it gets — within 5% of the all-time low it hit 3 months ago.

£87 today · all-time low £86 (Jul 2026) · usually £87

Cambridge University Press Financial Econometrics: Theory and Applications (Themes in Modern Econometrics)

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£99.99 £84.84 £88.15 £91.45 £94.76 £98.06 £101.37 25 July 2026 09 August 2026 24 August 2026 08 September 2026 23 September 2026
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Price distribution over 61 days • 4 price levels

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4 days 44 days · current 11 days 2 days 0 11 22 33 44 £86 £87 £98 £100 Days at Price

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Most common price: £87 (44 days, 72.1%)

Price range: £86 - £100

Price levels: 4 different prices over 61 days

Description

Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 February 2025
Listed Since
18 April 2024

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