Jianqing Fan, Qiwei Yao

Gebundenes Buch

The Elements of Financial Econometrics

Beschreibung

A compact graduate textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout.

Autor

Jianqing Fan is a statistician and financial econometrician. He is the current Frederick L. Moore '18 Professor of Finance and Professor of Statistics at Princeton University, New Jersey. His prizes include the Guggenheim Fellowship (2009), the Guy Medal in Silver (2014) and the COPSS Presidents' Award (2000). In 2012, he was elected Academician of Academia Sinica. He is a co-editor of the Journal of Econometrics and an associate editor of the Journal of the American Statistical Association.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 394
• Erscheinungstermin: 22. Januar 2019
• Englisch
• Abmessung: 250mm x 175mm x 26mm
• Gewicht: 857g
• ISBN-13: 9781107191174
• ISBN-10: 1107191173
• Artikelnr.: 48011453