The Elements Of Financial Econometrics
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The Elements of Financial Econometrics
Author | : Jianqing Fan |
Publisher | : Cambridge University Press |
Total Pages | : 394 |
Release | : 2017-03-23 |
Genre | : Business & Economics |
ISBN | : 1107191173 |
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A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.
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