This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbit

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financi

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set.

"This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important