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22.11.16 12:43 Leeftijd: 218 days

New Stata Press Book

 

Financial Econometrics Using Stata

Authors: Simona Boffelli, Giovanni Urga
Publisher: Stata Press
Copyright: 2016
ISBN-13: 978-1-59718-214-0
Pages: 272; paperback

Financial Econometrics Using Stata by Simona Boffelli and Giovanni Urga provides an excellent introduction to time-series analysis and how to do it in Stata for financial economists.Aimed at researchers, graduate students, and industry practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata, and illustrates how to interpret the results.

Highlights:

  • Intuitive introduction to time-series analysis using Stata for financial economists and finance practitioners
  • Examples of how to fit and interpret many different univariate and multivariate GARCH models
  • An introduction to estimating and interpreting risk-management parameters
  • An introduction to tests for Contagion

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Contact persoon

Peter Stenveld
eMail peter.stenveld@dpc-software.nl
info@dpc-software.nl
phone +31 (0)76 / 5 30 23-30


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