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Financial econometrics, mathematics ...

Lee, Cheng-Few.

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Financial econometrics, mathematics and statistics = theory, method and application /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Financial econometrics, mathematics and statistics/ by Cheng-Few Lee, Hong-Yi Chen, John Lee.
其他題名:	theory, method and application /
作者:	Lee, Cheng-Few.
其他作者:	Chen, Hong-Yi.
出版者:	New York, NY :Springer New York : : 2019.,
面頁冊數:	xx, 655 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Econometrics. -
電子資源:	https://doi.org/10.1007/978-1-4939-9429-8
ISBN:	9781493994298

Financial econometrics, mathematics and statistics = theory, method and application /
Lee, Cheng-Few.

Financial econometrics, mathematics and statisticstheory, method and application /[electronic resource] :by Cheng-Few Lee, Hong-Yi Chen, John Lee. - New York, NY :Springer New York :2019. - xx, 655 p. :ill., digital ;24 cm.

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: ‧ Multiple linear regression ‧ Time-series analysis ‧ Option pricing models ‧ Risk management ‧ Heteroskedasticity ‧ Ito's Calculus ‧ Spurious regression ‧ Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics.

ISBN: 9781493994298

Standard No.: 10.1007/978-1-4939-9429-8doiSubjects--Topical Terms:

542934
Econometrics.

LC Class. No.: HB139 / .L44 2019

Dewey Class. No.: 330.015195

Financial econometrics, mathematics and statistics = theory, method and application /
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