图书基本信息

Financial Econometrics Using Stata
作者： Simona Boffelli;Giovanni Urga;
ISBN13： 9781597182140
类型： 平装(简装书)
语种： 英语（English）
出版日期： 2016-12-02
出版社： Stata Press
页数： 272
重量（克）： 498
尺寸： 23.368 x 18.288 x 1.778 cm

商品简介

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.