Financial econometrics : problems, models, and methods /

"Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled...

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Bibliographic Details

Main Author:	Gourieroux, Christian, 1949-
Other Authors:	Jasiak, Joann, 1963-
Format:	Book
Language:	English
Published:	Princeton, N.J. : Princeton University Press, ©2001.
Series:	Princeton series in finance.
Subjects:	Econometrics. Finance > Statistical methods. Finance > Mathematical models. Économétrie. Finances > Méthodes statistiques. Finances > Modèles mathématiques. Modèles économétriques. Méthodes statistiques. Méthodologie. Finances. Mathématiques financières. Risques financiers. Econometrie. Financiën. Wiskundige modellen. Statistische methoden. Portfolio-analyse.