Financial econometrics using stata /
Boffelli, Simona,
Financial econometrics using stata / Simona Boffelli and Giovanni Urga. - Texas : Stata Press, 2016. - xiv, 272 p.
"Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples."--
9781597182140 pbk.
Mathematical statistics--Data processing
Stata
332.015118
Financial econometrics using stata / Simona Boffelli and Giovanni Urga. - Texas : Stata Press, 2016. - xiv, 272 p.
"Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples."--
9781597182140 pbk.
Mathematical statistics--Data processing
Stata
332.015118