Financial Econometrics, Mathematics and Statistics: Theory, Method and Application

by Cheng-Few Lee, Hong-Yi Chen, John Lee

* Organizes a dynamic presentation of concepts from C.F. Lee's earlier successful handbook ideal for any advanced applied econometrics and statistics course
* Covers topics such as heteroskedasticity, regression, simultaneous equation models, panel data analysis, time series analysis, and generalized method of moments.
* Contains in-depth examples and problem sets modeled after "real world" financial analysis

• Format: Hardcover
• Language: English
• ISBN: 1493994271
• ISBN13: 9781493994274
• Release Date: June 2019
• Publisher: Springer
• Length: 655 Pages
• Weight: 3.04 lbs.
• Dimensions: 1.4" x 7.0" x 10.0"