 |
|
|
Item Details
| Title:
|
FINANCIAL ECONOMETRICS
|
| By: |
Peijie Wang |
| Format: |
Electronic book text |
| List price:
|
£50.00 |
|
We believe that this item is permanently unavailable, and so we cannot source
it.
|
|
|
|
|
|
| ISBN 10: |
1134091419 |
| ISBN 13: |
9781134091416 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
13 September, 2001 |
| Series: |
Routledge Advanced Texts in Economics and Finance |
| Pages: |
320 |
| Synopsis: |
This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other developments in the study of time series models - time varying volatility models of the GARCH type and the stochastic volatility approach - analysis of shock persistence and impulse responses - Markov switching and Kalman filtering- spectral analysis- present value relations and rationality- discrete choice models- analysis of truncated and censored samples- panel data analysis. This updated edition includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance. |
| Illustrations: |
26 Line drawings, black and white; 41 Tables, black and white; 26 |
| Publication: |
UK |
| Imprint: |
Routledge |
| Returns: |
Non-returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|