Journals Higher Education



Published: 15 May 2020

640 Pages

7 1/2 x 9 1/4 inches

ISBN: 9780190857066

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Bookseller Code (04)

Financial Econometric Modeling

Stan Hurn, Vance L. Martin, Jun Yu, and Peter C.B. Phillips

Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.

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