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Financial Econometric Modeling by Jun Yu, Stan Hurn, Peter C. B. Phillips and Vance L. Martin (2020, Trade Paperback)
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About this product
Product Identifiers
PublisherOxford University Press, Incorporated
ISBN-100190857064
ISBN-139780190857066
eBay Product ID (ePID)24038266625
Product Key Features
Number of Pages672 Pages
Publication NameFinancial Econometric Modeling
LanguageEnglish
SubjectEconomics / General, Econometrics
Publication Year2020
TypeTextbook
Subject AreaBusiness & Economics
AuthorJun Yu, Stan Hurn, Peter C. B. Phillips, Vance L. Martin
FormatTrade Paperback
Dimensions
Item Height1.2 in
Item Weight37.4 Oz
Item Length9.1 in
Item Width7.5 in
Additional Product Features
Intended AudienceCollege Audience
LCCN2019-034677
Reviews"Financial econometrics is the study and application of compelling econometric methods with a cogent financial purpose. This new book delivers a masterful introduction to financial econometrics at its best. It does so with enticing prose, motivating examples, utmost clarity and, ultimately, just the right balance of breadth and depth. In a world of big data and new technologies, not only does this rich treatment provide the fundamentals needed for more advanced explorations but also, in my view, the desire to explore further. To anyone new to this field, or to anyone who does not believe the field to be approachable and exciting, I say: this book will be an eye-opener."--Federico M. Bandi, James Carey Endowed Professor in Business, Johns Hopkins University "A comprehensive and long-overdue pedagogical treatment of financial econometrics--the only book to cover concepts, methodology, and empirical examples demonstrated with popular Stata and EViews software accessible to beginning students. The book is a self-contained first course, achieving the remarkable feat of an exhaustive introductory treatment that is inspiring, rigorous, and easy to read with clever organization into fundamentals, methods, and topics. A must-have reference source, perfect for teaching financial econometrics in masters courses or to graduate students with limited backgrounds."--Eric Renault, C.V. Starr Professor of Economics, University of Warwick"Financial Econometric Modeling provides a broad introduction to financial econometrics, with an emphasis on applications and encouraging students to get their hands dirty from the very beginning. The authors cover a vast amount of material. The fact that all of the topics come with sample data sets for students to use--and all of the empirical work in the book can be replicated in EViews and Stata--will be very attractive to many instructors and students."--Andrew Patton, Zelter Family Professor of Economics, Duke University"I strongly recommend this textbook. It offers the perfect mix between solid bases and new developments, and between theoretical descriptions of tools and algorithms and a rich set of fully worked-out examples."--Massimo Guidolin, Professor of Finance, Bocconi University, "Financial econometrics is the study and application of compelling econometric methods with a cogent financial purpose. This new book delivers a masterful introduction to financial econometrics at its best. It does so with enticing prose, motivating examples, utmost clarity and, ultimately, just the right balance of breadth and depth. In a world of big data and new technologies, not only does this rich treatment provide the fundamentals needed for more advanced explorations but also, in my view, the desire to explore further. To anyone new to this field, or to anyone who does not believe the field to be approachable and exciting, I say: this book will be an eye-opener."-- Federico M. Bandi, James Carey Endowed Professor in Business, Johns Hopkins University"A comprehensive and long-overdue pedagogical treatment of financial econometrics--the only book to cover concepts, methodology, and empirical examples demonstrated with popular Stata and EViews software accessible to beginning students. The book is a self-contained first course, achieving the remarkable feat of an exhaustive introductory treatment that is inspiring, rigorous, and easy to read with clever organisation into fundamentals, methods, and topics. A must-have reference source, perfect for teaching financial econometrics in masters courses or to graduate students with limited backgrounds."-- Eric Renault, C.V. Starr Professor of Economics, University of Warwick"Financial Econometric Modeling provides a broad introduction to financial econometrics, with an emphasis on applications and encouraging students to get their hands dirty from the very beginning. The authors cover a vast amount of material. The fact that all of the topics come with sample data sets for students to use--and all of the empirical work in the book can be replicated in EViews and Stata--will be very attractive to many instructors and students."-- Andrew Patton, Zelter Family Professor of Economics, Duke University"I strongly recommend this textbook. It offers the perfect mix between solid bases and new developments, and between theoretical descriptions of tools and algorithms and a rich set of fully worked-out examples."-- Massimo Guidolin, Professor of Finance, Bocconi University, "Financial econometrics is the study and application of compelling econometric methods with a cogent financial purpose. This new book delivers a masterful introduction to financial econometrics at its best. It does so with enticing prose, motivating examples, utmost clarity and, ultimately, just the right balance of breadth and depth. In a world of big data and new technologies, not only does this rich treatment provide the fundamentals needed for more advanced explorations but also, in my view, the desire to explore further. To anyone new to this field, or to anyone who does not believe the field to be approachable and exciting, I say: this book will be an eye-opener."--Federico M. Bandi, James Carey Endowed Professor in Business, Johns Hopkins University "A comprehensive and long-overdue pedagogical treatment of financial econometrics--the only book to cover concepts, methodology, and empirical examples demonstrated with popular Stata and EViews software accessible to beginning students. The book is a self-contained first course, achieving the remarkable feat of an exhaustive introductory treatment that is inspiring, rigorous, and easy to read with clever organization into fundamentals, methods, and topics. A must-have reference source, perfect for teaching financial econometrics in masters courses or to graduate students with limited backgrounds."--Eric Renault, C.V. Starr Professor of Economics, University of Warwick "Financial Econometric Modeling provides a broad introduction to financial econometrics, with an emphasis on applications and encouraging students to get their hands dirty from the very beginning. The authors cover a vast amount of material. The fact that all of the topics come with sample data sets for students to use--and all of the empirical work in the book can be replicated in EViews and Stata--will be very attractive to many instructors and students."--Andrew Patton, Zelter Family Professor of Economics, Duke University "I strongly recommend this textbook. It offers the perfect mix between solid bases and new developments, and between theoretical descriptions of tools and algorithms and a rich set of fully worked-out examples."--Massimo Guidolin, Professor of Finance, Bocconi University
IllustratedYes
SynopsisFinancial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics. Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle, ensuring that all results reported in the book may be reproduced using standard econometric software packages like Stata or EViews, with a full set of data and programs provided to ensure easy implementation., Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics., Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle ensuring that all results reported in the book may be reproduced using standard econometric software packages such as Stata or EViews, with a full set of data and programs provided to ensure easy implementation., Financial econometrics brings financial theory and econometric methods together with the power of data to advance understanding of the global financial universe upon which all modern economies depend. Financial Econometric Modeling is an introductory text that meets the learning challenge of integrating theory, measurement, data, and software to understand the modern world of finance. Empirical applications with financial data play a central position in this book's exposition. Each chapter is a how-to guide that takes readers from ideas and theories through to the practical realities of modeling, interpreting, and forecasting financial data. The book reaches out to a wide audience of students, applied researchers, and industry practitioners, guiding readers of diverse backgrounds on the models, methods, and empirical practice of modern financial econometrics.Financial Econometric Modeling delivers a self-contained first course in financial econometrics, providing foundational ideas from financial theory and relevant econometric technique. From this foundation, the book covers a vast arena of modern financial econometrics that opens up empirical applications with data of the many different types that are now generated in financial markets. Every chapter follows the same principle ensuring that all results reported in the book may be reproduced using standard econometric software packages such as Stata or EViews, with a full set of data and programs provided to ensure easy implementation.This title is available as an eBook. Visit VitalSource for more information or to purchase.
LC Classification NumberHG106.H87 2021
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