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Focusing on econometric techniques, this comprehensive toolkit is designed for students interested in financial data modeling and analysis. It addresses key themes such as time series models, GARCH-type volatility, impulse responses, Markov switching, and spectral analysis. The updated edition introduces new chapters on limited dependent variables and panel data, making it a vital resource for graduate and advanced undergraduate students in econometrics and finance.
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Financial Econometrics, Peijie Wang
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- Released
- 2008
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- (Paperback)
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