- 394 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
About this book
Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.
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Information
Subtopic
EconometricsIndex
EconomicsTable of contents
- Cover
- Half-title page
- Series page
- Title page
- Imprints page
- Contents
- Contributors
- Foreword
- Acknowledgments
- Part I Trend Determination, Asset Price Bubbles, and Factor-Augmented Regressions
- Part II Continuous-Time Models and High-Frequency Financial Econometrics
- Part III Bayesian Estimation and Inferences
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Yes, you can access Financial Econometrics by Shuping Shi,Xiaohu Wang,Tao Zeng in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over 1.5 million books available in our catalogue for you to explore.