{"product_id":"financial-econometrics-by-peijie-wang-9780415426701","title":"Financial Econometrics","description":"\u003cdiv class=\"book-description\"\u003e\n\u003cp\u003eThis book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance, and this second edition of an established text covers the following key themes:\u003c\/p\u003e\n\n\u003cul\u003e\n    \u003cli\u003eunit roots, cointegration and other developments in the study of time series models\u003c\/li\u003e\n    \u003cli\u003etime varying volatility models of the GARCH type and the stochastic volatility approach\u003c\/li\u003e\n    \u003cli\u003eanalysis of shock persistence and impulse responses\u003c\/li\u003e\n    \u003cli\u003eMarkov switching and Kalman filtering\u003c\/li\u003e\n    \u003cli\u003espectral analysis\u003c\/li\u003e\n    \u003cli\u003epresent value relations and rationality\u003c\/li\u003e\n    \u003cli\u003ediscrete choice models\u003c\/li\u003e\n    \u003cli\u003eanalysis of truncated and censored samples\u003c\/li\u003e\n    \u003cli\u003epanel data analysis\u003c\/li\u003e\n\u003c\/ul\u003e\n\n\u003cp\u003eThis updated edition of \u003cem\u003eFinancial Econometrics\u003c\/em\u003e includes new chapters which cover limited dependent variables and panel data. It continues to be an essential guide for all graduate and advanced undergraduate students of econometrics and finance.\u003c\/p\u003e\n\u003c\/div\u003e","brand":"Taylor \u0026 Francis","offers":[{"title":"Default Title","offer_id":47605713535212,"sku":"9780415426701","price":447.0,"currency_code":"NZD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0705\/7784\/8556\/files\/9780415426701-financial-econometrics.jpg?v=1778139759","url":"https:\/\/bookhero.co.nz\/products\/financial-econometrics-by-peijie-wang-9780415426701","provider":"Book Hero","version":"1.0","type":"link"}