TY  - GEN
AU  - Wang,Peijie
TI  - Financial econometrics
SN  - 9780415426695
AV  - HG106 .W36 2009
PY  - 2009///
CY  - New York, NY
PB  - Routledge
KW  - Finans
KW  - Türkiye
KW  - Ekonometrik modeller
KW  - Finance
KW  - Turkey
KW  - Econometric models
KW  - Stochastic processes
KW  - Stokastik işlemler
KW  - Zaman serileri analizi
KW  - Time-series analysis
N1  - Includes bibliographical references and index; 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
UR  - http://www.loc.gov/catdir/toc/fy0903/2008004917.html
ER  -