Financial Econometrics: Problems, Models, and Methods.

Valutazione media 3,33
( su 6 valutazioni fornite da Goodreads )
 
9780691088723: Financial Econometrics: Problems, Models, and Methods.

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills.


For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in today's rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors.


This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris. He is the coauthor of Statistics and Econometric Models, Simulation Based Econometric Methods, and Time Series and Dynamic Models. Joann Jasiak is Associate Professor in the Department of Economics, York University, Toronto.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

Edizione Internazionale
Edizione Internazionale

1.

Gourieroux
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Paperback Quantità: 5
Edizione Internazionale
Da
PRIORITY BOOKS
(springfield, VA, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Paperback. Condizione libro: New. Softcover Book, New Condition, Fast Shipping. Ready in Stock. 1st Edition. [Please Read Carefully Before Buying], This Is An International Edition. Printed In Black and White. , Book Cover And ISBN No May Be Different From US Edition. Restricted Sales Disclaimer Wordings Not For Sales In USA And Canada May Be Printed On The Cover Of The Book. Standard Shipping 7-14 Business Days. Expedited Shiping 4-8 Business Days. ***WE DO NOT ENTERTAIN BULK ORDERS.*** The Books May Be Ship From Overseas For Inventory Purpose. Codice libro della libreria 332710

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 13,81
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,40
In U.S.A.
Destinazione, tempi e costi

2.

Gourieroux, Christian, Jasiak, Joann
Editore: Princeton University Press (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 2
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, 2001. Hardcover. Condizione libro: New. Codice libro della libreria P110691088721

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 46,09
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,55
In U.S.A.
Destinazione, tempi e costi

3.

Gourieroux, Christian; Jasiak, Joann
Editore: Princeton University Press
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 1
Da
Cloud 9 Books
(Wellington, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Princeton University Press. Hardcover. Condizione libro: New. 0691088721 New Condition. Codice libro della libreria NEW6.0352839

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 52,68
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,25
In U.S.A.
Destinazione, tempi e costi

4.

Christian Gourieroux
Editore: Princeton University Press (2002)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Quantità: 3
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, 2002. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria WP-9780691088723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 95,46
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,06
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 1
Da
Ergodebooks
(RICHMOND, TX, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, 2001. Hardcover. Condizione libro: New. Codice libro della libreria DADAX0691088721

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 103,88
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,40
In U.S.A.
Destinazione, tempi e costi

6.

Christian Gourieroux; Joann Jasiak
Editore: Princeton University Press (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, 2001. Hardcover. Condizione libro: New. book. Codice libro della libreria 0691088721

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 110,68
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

7.

Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press, United States (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, United States, 2001. Hardback. Condizione libro: New. Language: English . Brand New Book. Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field s frontier. With the goal of providing information that is absolutely up-to-date--essential in today s rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. Codice libro della libreria AAH9780691088723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 117,69
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

8.

Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press, United States (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, United States, 2001. Hardback. Condizione libro: New. Language: English . Brand New Book. Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field s frontier. With the goal of providing information that is absolutely up-to-date--essential in today s rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology.Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control.By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. Codice libro della libreria AAH9780691088723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 118,51
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 2
Da
THE SAINT BOOKSTORE
(Southport, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press. Hardback. Condizione libro: new. BRAND NEW, Financial Econometrics: Problems, Models and Methods, Christian Gourieroux, Joann Jasiak, Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in today's rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. Codice libro della libreria B9780691088723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 144,63
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 7,77
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

10.

Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press, United States (2001)
ISBN 10: 0691088721 ISBN 13: 9780691088723
Nuovi Rilegato Quantità: 10
Da
Book Depository hard to find
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Princeton University Press, United States, 2001. Hardback. Condizione libro: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field s frontier. With the goal of providing information that is absolutely up-to-date--essential in today s rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. Codice libro della libreria BTE9780691088723

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 158,79
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro