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Financial Econometrics: Models and Methods. 金融計量経済学－モデルと方法
・ISBN 978-1-107-17715-4 hard GB£ 147.00
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★★★
・ISBN 978-1-316-63033-4 paper GB£ 55.00
￥17,424.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Linton, Oliver, |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2019 |
| ページ数 | 622 pp. |
| 言語 | ENG |
| ニュース番号 | ＜654-442 654-L580＞ |
解説
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.