Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics - M McAleer - Books - John Wiley and Sons Ltd - 9781405107433 - September 19, 2003
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M McAleer
Contributions to Financial Econometrics: Theoretical and Practical Issues - Surveys of Recent Research in Economics

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* Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.

264 pages, illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 19, 2003
Original release date 2002
ISBN13 9781405107433
Publishers John Wiley and Sons Ltd
Pages 264
Dimensions 173 × 246 × 15 mm   ·   462 g
Editor McAleer, Michael (University of Western Australia)
Editor Oxley, Les (University of Canterbury, New Zealand)

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