This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin

Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehen

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat

Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial e

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial economet