Oliver Linton

Gebundenes Buch

Financial Econometrics

Beschreibung

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

Autor

Oliver Linton is a fellow of Trinity College and is Professor of Political Economy at the University of Cambridge. Formerly, Professor of Econometrics at the London School of Economics and Political Science and Professor of Economics at Yale University. He obtained his Ph.D. in Economics from the University of California, Berkeley in 1991. He has written more than a hundred articles on econometrics, statistics, and empirical finance. In 2015, he was a recipient of the Humboldt Research Award of the Alexander von Humboldt Foundation. He has been a Co-editor at the Journal of Econometrics since 2014. He is a Fellow of the Econometric Society, the Institute of Mathematical Statistics, the Society for Financial Econometrics, the British Academy, and the International Foundation of Applied Econometrics. He was a lead expert in the UK Government Office for Science Foresight project: 'The Future of Computer Trading in Financial Markets', which published in 2012. He has appeared as an expert witness for the Financial Services Authority (FSA) and the Financial Conduct Authority (FCA) in several cases involving market manipulation.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 584
• Erscheinungstermin: 11. Juni 2019
• Englisch
• Abmessung: 260mm x 208mm x 36mm
• Gewicht: 1458g
• ISBN-13: 9781107177154
• ISBN-10: 1107177154
• Artikelnr.: 54330630

Rezensionen

'Financial Econometrics: Models and Methods is an excellent book that provides rigorous and advanced econometric methods for testing financial theories. The book is very well structured and easy to follow. The author has successfully managed to simplify the theory of these methods, which makes the book highly recommended not only for Master's students, but also for practitioners who might be interested in using up-to-date econometric techniques for financial data analysis.' Abderrahim Taamouti, Durham University