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The Econometrics of Financial Markets

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The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, ...

The Econometrics of Financial Markets 2007, New Age International Pvt Ltd Publishers, New Dehli

ISBN-13: 9788122421699


The Econometrics of Financial Markets 1996, Princeton University Press, Princeton, NJ

ISBN-13: 9780691043012

2nd edition