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Contributions to Financial Econometrics: Theoretical and Practical Issues (140510743X) cover image
Contributions to Financial Econometrics: Theoretical and Practical Issues
Michael McAleer (Editor), Les Oxley (Editor)
ISBN: 978-1-4051-0743-3
Paperback
264 pages
September 2003, Wiley-Blackwell
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  • Description
  • Table of Contents
  • Author Information
  • Hallmark Features

  • Presents five state-of-the-art survey papers on time series econometrics.


  • Presents a modern financial econometrics software package.


  • Surveys recent developments in the field.


  • Discusses the theoretical properties of the GARCH family of models.


  • Will be of interest to both theoreticians and professionals.
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