Financial econometrics from basics to advanced modeling techniques (Wiley, 2007)
Title from e-book title screen (viewed Oct. 15, 2007)
Includes bibliographical references and index
A comprehensive guide to financial econometrics. Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics