Financial econometrics using stata / Simona Boffelli and Giovanni Urga.

By:

Boffelli, Simona [author]

Contributor(s):

Urga, Giovanni [author]

Material type: Text

TextLanguage: English Publication details: Texas : Stata Press, 2016.Description: xiv, 272 pISBN:

9781597182140

Subject(s):

DDC classification:

23 332.015118

Summary: "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."--

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Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	332.015118 BO-F (Browse shelf(Opens below))		Available		151494

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"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."--

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