Bokus
Oliver Linton - Financial Econometrics, Inbunden

Inbunden, Engelska, 2019

Financial Econometrics

Models and Methods

Av Oliver Linton

2429 kr

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Beskrivning
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.
Produktinformation
  • Utgivningsdatum: 2019-02-21
  • Mått: 193 x 253 x 30 mm
  • Vikt: 1 390 g
  • Format: Inbunden
  • Språk: Engelska
  • Antal sidor: 572
  • Förlag: Cambridge University Press
  • ISBN: 9781107177154
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Mer om författaren

Oliver Linton is a fellow of Trinity College and is Professor of Political Economy at Cambridge University. Formerly, Professor of Econometrics at the London School of Economics and Professor of Economics at Yale University. He obtained his PhD in Economics from the University of California at Berkeley in 1991. He has written more than a hundred articles on econometrics, statistics, and empirical finance. In 2015 he was a recipient of the Humboldt Research Award of the Alexander von Humboldt Foundation. He has been a Co-editor at the Journal of Econometrics since 2014. He is a Fellow of: the Econometric Society, the Institute of Mathematical Statistics, the Society for Financial Econometrics, the British Academy, and the International Foundation of Applied Econometrics. He was a lead expert in the U.K. Government Office for Science Foresight project: "The future of Computer Trading in Financial Markets", which published in 2012. He has appeared as an expert witness for the FSA and the FCA in several cases involving market manipulation.

Recensioner i media

'Financial Econometrics: Models and Methods is an excellent book that provides rigorous and advanced econometric methods for testing financial theories. The book is very well structured and easy to follow. The author has successfully managed to simplify the theory of these methods, which makes the book highly recommended not only for Master's students, but also for practitioners who might be interested in using up-to-date econometric techniques for financial data analysis.' Abderrahim Taamouti, Durham University

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