Financial Econometrics Second edition

Аннотация

The idea of updating this book in contemporary financial econometrics, as of writing the first edition of the book, developed from my experience of advising doctoral and masters students in their research, to provide them with up-to-date and accessible materials either as research tools or as the advancement of the subject itself. Providing up-to-date materials requires updating the book at an interval within which substantial advancements, either in theory or application or both, have taken place.