TY  - BOOK
AU  - Rachev,Svetlozar T.
AU  - Mittnik,Stefan
AU  - Fabozzi,Frank J.
AU  - Focardi,Sergio M.
TI  - Financial econometrics: from basics to advanced modeling techniques 
SN  - 0471784508 (hbk.)
AV  - HB139 .R33 2007
U1  - 332.015195 22
PY  - 2007///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Econometrics
KW  - Finance
KW  - Mathematical models
KW  - local
KW  - Electronic books
N1  - Includes bibliographical references and index; Economics
N2  - A comprehensive guide to financial econometrics
Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed.

Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt
UR  - https://opac.northsouth.edu/cgi-bin/koha/opac-retrieve-file.pl?id=980dc384e212575dc1f10f1a65fe23b7
ER  -