Hiển thị biểu ghi dạng vắn tắt

dc.contributor.authorCheng-Few, Lee
dc.contributor.authorHong-Yi, Chen
dc.contributor.authorJohn, Lee
dc.date.issued2019
dc.identifier.isbn978-1-4939-9429-8
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/11469
dc.description.abstractThis rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: - Multiple linear regression - Time-series analysis - Option pricing models - Risk management - Heteroskedasticity - Itô's Calculus - Spurious regression - Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics.
dc.formatxx, 655 p. : ill.
dc.language.isoen
dc.publisherSpringer
dc.subjectEconomics
dc.subjectEconometrics
dc.subjectStatistics
dc.subjectMathematics
dc.titleFinancial econometrics, mathematics and statistics : theory, method and application
dc.typeBook


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Hiển thị biểu ghi dạng vắn tắt