Financial Econometrics Using Stata - Brossura

Boffelli, Simona; Urga, Giovanni

Brossura

ISBN 10: 1597182141 ISBN 13: 9781597182140

Casa editrice: Stata Press, 2016

Riassunto

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.

Su questo libro

Informazioni sull?autore

Simona Boffelli, PhD, is a quantitative analyst at Fineco Bank in Milan, part of the Unicredit Group. She is a researcher associate to the Department of Management, Economics and Quantitative Methods of Bergamo University in Italy and to the Centre for Econometric Analysis of Cass Business School in London.

Giovanni Urga, PhD, is a professor of finance and econometrics and the director of the Centre for Econometric Analysis at Cass Business School in London, and is a professor of econometrics at the Department of Management, Economics and Quantitative Methods of Bergamo University in Italy.

Dettagli dell?edizione

• Editore: Stata Press
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 1597182141
• ISBN 13: 9781597182140
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 272
• Contatto del produttore: non disponibile