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Contributions to Financial Econometrics: Theoretical and Practical Issues (Surveys of Recent Research in Economics) - Softcover
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Reseña del editor
This prestigious volume presents five state--of--the--art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.
Biografía del autor
Michael McAleer is Professor of Economics at the University of Western Australia. He has published widely in econometrics, financial econometrics, time series analysis, statistics, modelling environmental systems, and tourism research. Les Oxley is Professor of Economics at the University of Canterbury, Christchurch, New Zealand and Adjunct Professor at the University of Western Australia. He has published widely in applied econometrics, macroeconometrics and cliometrics.
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- VerlagJohn Wiley & Sons
- Erscheinungsdatum2003
- ISBN 10 140510743X
- ISBN 13 9781405107433
- EinbandTapa blanda
- Anzahl der Seiten264
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Contributions to Financial Econometrics
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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Taschenbuch. Zustand: Neu. Neuware - This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature. Artikel-Nr. 9781405107433
Anzahl: 2 verfügbar
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Contributions to Financial Econometrics
Verlag:
John Wiley & Sons, 2002
ISBN 10: 140510743X
ISBN 13: 9781405107433
Neu
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Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Kartoniert / Broschiert. Zustand: New. * 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. Artikel-Nr. 447557484
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