£60.65

Taylor & Francis Financial Econometrics Using Stata

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Last 597 days • 597 data points (No recent data available)

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£68.73 £38.22 £44.87 £51.53 £58.19 £64.85 £71.50 11 June 2024 07 November 2024 05 April 2025 01 September 2025 28 January 2026

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29 days 42 days 297 days · current 229 days 0 74 149 223 297 £41-47 £52-58 £58-63 £63-69 Days at Price

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Most common range: £58-63 (297 days, 49.7%)

Price range: £41 - £69

Price levels: 4 price ranges over 597 days

Description

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 November 2016
Listed Since
09 October 2016

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