Posted by **interes** at March 12, 2013

2010 | ISBN: 0470414359, 0470644559 | 712 pages | PDF | 6,9 MB

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.

Posted by **lengen** at Dec. 9, 2016

English | Aug. 17, 2007 | ISBN: 0135132452 | 1216 Pages | PDF | 8 MB

Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas.

Posted by **leonardo78** at Nov. 9, 2016

English | 2008 | ISBN: 9812778950 | 200 pages | PDF | 1,06 MB

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein.

Posted by **manamba13** at Feb. 12, 2015

English | 2006 | ISBN: 0762312734 | 379 Pages | PDF | 3 MB

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger

Posted by **ChrisRedfield** at Oct. 7, 2014

Published: 2008-04-21 | ISBN: 0521883814, 052171009X | PDF | 468 pages | 3 MB

Posted by **interes** at Jan. 2, 2014

English | 2008 | ISBN: 0470998016 | 426 pages | PDF | 5,7 MB

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis.

Posted by **interes** at Nov. 25, 2013

English | 2004-04-19 | ISBN: 0521547571 | 296 pages | PDF | 3 Mb

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers…

Posted by **interes** at Nov. 18, 2013

English | 2006-03-06 | ISBN: 0691122970 | 497 pages | PDF | 4 mb

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models.

Posted by **Specialselection** at Jan. 4, 2013

English | 2006-03-29 | ISBN: 0762312742 | 407 pages | PDF | 4.6 mb

Posted by **Book-er** at June 11, 2012

English | 2008 | ISBN: 0470998016 | 426 pages | PDF | 5,7 MB

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet.