圖書基本信息

Financial Econometrics Using Stata
作者： Simona Boffelli;Giovanni Urga;
ISBN13： 9781597182140
類型： 平裝(簡裝書)
語種： 英語（English）
齣版日期： 2016-12-02
齣版社： Stata Press
頁數： 272
重量（剋）： 498
尺寸： 23.368 x 18.288 x 1.778 cm

商品簡介

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.