Financial econometrics using stata / Simona Boffelli and Giovanni Urga.

By:

Boffelli, Simona [author]

Contributor(s):

Urga, Giovanni [author]

Material type: Text

TextLanguage: English Publication details: Texas : Stata Press, 2016.ISBN:

9781597182140

Subject(s):

Summary: "Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples."--

Item type:

Tags from this library: No tags from this library for this title.

Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus Main Library	General Books	332.015118 BO-F (Browse shelf(Opens below))	Available		151494

Browsing OPJGU Sonepat- Campus shelves, Collection: General Books Close shelf browser (Hides shelf browser)

Previous								Next
Previous	332.015118 BE-F Financial modeling	332.015118 BE-F Financial modeling	332.015118 BE-F Financial modeling	332.015118 BO-F Financial econometrics using stata /	332.015118 CR-F Financial modeling a backward stochastic differential equations perspective	332.015118 FI- Financial modeling handbook : step-by-step guide to building your first financial model and value companies from scratch /	332.015118 SH-F Finance in continuous time a primer	Next

"Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples."--

There are no comments on this title.

to post a comment.