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A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University's School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.
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Previews available in: English
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Business, Finance, Nonfiction, Mathematical models, EconometricsShowing 2 featured editions. View all 2 editions?
Edition | Availability |
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1
Financial Econometrics
2007, John Wiley & Sons, Ltd.
Electronic resource
in English
0470121521 9780470121528
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2
Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
December 11, 2006, Wiley
in English
0471784508 9780471784500
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WorldCat
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September 16, 2021 | Edited by ImportBot | import existing book |
August 20, 2020 | Edited by ImportBot | import existing book |
July 29, 2012 | Edited by VacuumBot | Updated format 'electronic resource' to 'Electronic resource' |
June 19, 2010 | Edited by ImportBot | Added new cover |
June 17, 2010 | Created by ImportBot | Imported from marc_overdrive MARC record. |