Wang, Peijie, 1965-
Financial econometrics / Peijie Wang. - 2nd ed. - xv, 320 p. : ill ; 24 cm.
I.Stochastic processes and financial data generating processes -- II.Commonly applied statistical distributions and their relevance -- III.Overview of estimation methods -- IV.Unit roots, cointegration and other comovements in time series -- V.Time-varying volatility models:GARCH and stochastic -- VI.Shock persistence and impulse response analysis -- VII.Modelling regime shifts:Markov switching models -- VIII.Present value models and tests for rationality and market efficiency -- IX.State space models and the Kalman filter -- X.Frequency domain analysis of time series -- XI.Limited dependent variables and discrete choice models -- XII.Limited dependent variables and truncated and censored samples -- XIII.Panel data analysis -- XIV.Research tools and sources of information
9780415426695
Finans--Ekonometrik modeller--Türkiye
Finance--Econometric models--Turkey
Stochastic processes
Stokastik işlemler
Zaman serileri analizi
Time-series analysis
HG106 / .W36 2009
Financial econometrics / Peijie Wang. - 2nd ed. - xv, 320 p. : ill ; 24 cm.
I.Stochastic processes and financial data generating processes -- II.Commonly applied statistical distributions and their relevance -- III.Overview of estimation methods -- IV.Unit roots, cointegration and other comovements in time series -- V.Time-varying volatility models:GARCH and stochastic -- VI.Shock persistence and impulse response analysis -- VII.Modelling regime shifts:Markov switching models -- VIII.Present value models and tests for rationality and market efficiency -- IX.State space models and the Kalman filter -- X.Frequency domain analysis of time series -- XI.Limited dependent variables and discrete choice models -- XII.Limited dependent variables and truncated and censored samples -- XIII.Panel data analysis -- XIV.Research tools and sources of information
9780415426695
Finans--Ekonometrik modeller--Türkiye
Finance--Econometric models--Turkey
Stochastic processes
Stokastik işlemler
Zaman serileri analizi
Time-series analysis
HG106 / .W36 2009
