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Financial Econometrics Using Stata (in English)
Simona Boffelli
(Author)
·
Giovanni Urga
(Author)
·
Stata Press
· Paperback
Financial Econometrics Using Stata (in English) - Boffelli, Simona ; Urga, Giovanni
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Origin: United Kingdom
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Synopsis "Financial Econometrics Using Stata (in English)"
Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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