 Contributions to Financial Econometrics: Theoretical and Practical Issues
ISBN: 978-1-4051-0743-3
Paperback
264 pages
September 2003, Wiley-Blackwell
US $49.95
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1. The Econometrics of Financial Time Series: Michael McAleer and Les Oxley.
2. Recent Theoretical Results for Time Series Models with GARCH Errors: W. K. Li, Shiqing Ling and Michael McAleer.
3. Bootstrapping Financial Time Series: Esther Ruiz and Lorenzo Pascual.
4. Measures of Fit for Rational Expectations Models: Tom Engsted.
5. Some Recent Developments in Futures Hedging: Donald Lien and Y. K. Tse.
6. Asset Pricing with Observable Stochastic Discount Factors: Peter Smith and Michael Wickens.
7. G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models: Sébastien Laurent and Jean-Philippe Peters.
