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Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Peijie Wang




[PDF.gi62] Financial Econometrics (Routledge Advanced Texts in Economics and Finance)

Financial Econometrics (Routledge Advanced  Peijie Wang epub
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 | #3089542 in eBooks |  2001-09-13 |  2001-09-13 | File type: PDF

|| ||"…The author aimed at bringing together, to a single research-oriented volume, various topics concerning the modelling and analysis of financial data, which were previously scattered in different books. …The main difference from the first editio

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 developments in the study of time series models



- time varying volatility mod...

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