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Financial econometrics, mathematics ...

Chen, Hong-Yi.

Financial econometrics, mathematics and statisticstheory, method and application /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Financial econometrics, mathematics and statisticsby Cheng-Few Lee, Hong-Yi Chen, John Lee.
Reminder of title:	theory, method and application /
Author:	Lee, Cheng-Few.
other author:	Chen, Hong-Yi.
Published:	New York, NY :Springer New York :2019.
Description:	xx, 655 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Econometrics.
Online resource:	https://doi.org/10.1007/978-1-4939-9429-8
ISBN:	9781493994298$q(electronic bk.)

Financial econometrics, mathematics and statisticstheory, method and application /
Lee, Cheng-Few.

Financial econometrics, mathematics and statisticstheory, method and application /[electronic resource] :by Cheng-Few Lee, Hong-Yi Chen, John Lee. - New York, NY :Springer New York :2019. - xx, 655 p. :ill., digital ;24 cm.

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: ‧ Multiple linear regression ‧ Time-series analysis ‧ Option pricing models ‧ Risk management ‧ Heteroskedasticity ‧ Ito's Calculus ‧ Spurious regression ‧ Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics.

ISBN: 9781493994298$q(electronic bk.)

Standard No.: 10.1007/978-1-4939-9429-8doiSubjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .L44 2019

Dewey Class. No.: 330.015195

Financial econometrics, mathematics and statisticstheory, method and application /
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520 $a This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: ‧ Multiple linear regression ‧ Time-series analysis ‧ Option pricing models ‧ Risk management ‧ Heteroskedasticity ‧ Ito's Calculus ‧ Spurious regression ‧ Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics.
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