Financial Econometrics

This book - an overview of contemporary topics related to the modelling of financial time series - is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.

Author: Peijie Wang
Publisher: Routledge
Published: 11/21/2002
Pages: 192
Binding Type: Paperback
Weight: 0.65lbs
Size: 9.34h x 6.12w x 0.43d
ISBN: 9780415224550

About the Author
Peijie Wang has taught numerous finance, accounting, and investment courses at postgraduate, undergraduate and MBA levels and supervised various PhD theses and Masters dissertations at City University Business School, University of Manchester, Manchester Business School, UMIST and other institutions. He has published widely in major finance, economics, real estate and statistics journals.