![Financial Econometrics](https://img.perlego.com/book-covers/1516405/9781134091454_300_450.webp)
eBook - ePub
Financial Econometrics
Peijie Wang
This is a test
- 336 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Financial Econometrics
Peijie Wang
Book details
Table of contents
Citations
About This Book
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 develop
Frequently asked questions
How do I cancel my subscription?
Can/how do I download books?
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
What is the difference between the pricing plans?
Both plans give you full access to the library and all of Perlegoâs features. The only differences are the price and subscription period: With the annual plan youâll save around 30% compared to 12 months on the monthly plan.
What is Perlego?
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, weâve got you covered! Learn more here.
Do you support text-to-speech?
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Is Financial Econometrics an online PDF/ePUB?
Yes, you can access Financial Econometrics by Peijie Wang in PDF and/or ePUB format, as well as other popular books in Business & Business General. We have over one million books available in our catalogue for you to explore.
Table of contents
- Cover Page
- Title Page
- Copyright Page
- List of figures
- List of tables
- Acknowledgements
- Preface
- 1 Stochastic processes and financial data generating processes
- 2 Commonly applied statistical distributions and their relevance
- 3 Overview of estimation methods
- 4 Unit roots, cointegration and other comovements in time series
- 5 Time-varying volatility models: GARCH and stochastic volatility
- 6 Shock persistence and impulse response analysis
- 7 Modelling regime shifts: Markov switching models
- 8 Present value models and tests for rationality and market efficiency
- 9 State space models and the Kalman filter
- 10 Frequency domain analysis of time series
- 11 Limited dependent variables and discrete choice models
- 12 Limited dependent variables and truncated and censored samples
- 13 Panel data analysis
- 14 Research tools and sources of information
Citation styles for Financial Econometrics
APA 6 Citation
Wang, P. (2008). Financial Econometrics (1st ed.). Taylor and Francis. Retrieved from https://www.perlego.com/book/1516405/financial-econometrics-pdf (Original work published 2008)
Chicago Citation
Wang, Peijie. (2008) 2008. Financial Econometrics. 1st ed. Taylor and Francis. https://www.perlego.com/book/1516405/financial-econometrics-pdf.
Harvard Citation
Wang, P. (2008) Financial Econometrics. 1st edn. Taylor and Francis. Available at: https://www.perlego.com/book/1516405/financial-econometrics-pdf (Accessed: 14 October 2022).
MLA 7 Citation
Wang, Peijie. Financial Econometrics. 1st ed. Taylor and Francis, 2008. Web. 14 Oct. 2022.