The Resource Financial econometrics, Peijie Wang

Financial econometrics, Peijie Wang

Label
Financial econometrics
Title
Financial econometrics
Statement of responsibility
Peijie Wang
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
332.01/5195
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.W36 2009
Literary form
non fiction
Nature of contents
bibliography
Series statement
Routledge advanced texts in economics and finance
Label
Financial econometrics, Peijie Wang
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Stochastic processes and financial data generating processes -- 2. Commonly applied statistical distributions and their relevance -- 3. Overview oF estimation methods -- 4. Unit roots, cointegration and other comovements in time series -- 5. Time-varying volatility models: GARCH and stochastic volatility -- 6. Shock persistence and impulse response analysis -- 7. Modelling regime shifts: Markov switching models -- 8. Present value models and tests for rationality and market efficiency -- 9. State space models and the Kalman filter -- 10. Frequency domain analysis of time series -- 11. Limited dependent variables and discrete choice models -- 12. Limited dependent variables and truncated and censored samples -- 13. Panel data analysis -- 14. Research tools and sources of information
Control code
ocn275164862
Dimensions
unknown
Edition
2nd ed
Extent
1 online resource (xv, 320 pages)
File format
unknown
Form of item
online
Isbn
9780203892879
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b35396623
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)275164862
  • pebco0203892879

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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