Financial econometrics using Stata
Simona Boffelli (University of Bergamo (Italy) and Centre for Econometric Analysis, Cass Business School, City University London (UK)), Giovanni Urga (Centre for Econometric Analysis, Cass Business School, City University London (UK) and University of Bergamo (Italy))
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Boffelli, Simona ; Urga, Giovanni |
| Publisher: |
College Station, Texas : Stata Press |
| Subject: | Finanzmarktökonometrie | Financial econometrics | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Software | Ökonometrie |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | xiv, 272 Seiten Illustrationen, Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| ISBN: | 1-59718-214-1 ; 978-1-59718-214-0 ; 1-59718-215-X ; 1-59718-216-8 ; 978-1-59718-215-7 ; 978-1-59718-216-4 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011598794