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{
"item_title" : "Financial Econometrics Using Stata",
"item_author" : [" Simona Boffelli", "Giovanni Urga "],
"item_description" : "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.",
"item_img_path" : "https://covers1.booksamillion.com/covers/bam/1/59/718/214/1597182141_b.jpg",
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"retail_price" : "77.99", "online_price" : "77.99", "our_price" : "77.99", "club_price" : "77.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : ""
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Overview
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.
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Details
- ISBN-13: 9781597182140
- ISBN-10: 1597182141
- Publisher: Stata Press
- Publish Date: November 2016
- Dimensions: 9.2 x 7.2 x 0.7 inches
- Shipping Weight: 1.1 pounds
- Page Count: 272
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