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Name: An Introduction to Financial Econometrics.
Author: Linton, Oliver
ISBN: 978-1-4051-0764-8

An Introduction to Financial Econometrics. ファイナンス計量経済学入門

・ISBN 978-1-4051-0764-8 hard

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Topics: Models for volatility / Models for high frequency data / Static and dynamic yield curve models / Value at risk