Contributions to Financial Econometrics
Subtitle: Theoretical and Practical Issues (Surveys of Recent Research in Economics)
Contributors: Michael McAleer (Editor); Les Oxley (Editor)
Publisher: Blackwell Publishing Limited; Wiley-Blackwell
Published: September 1, 2003
Language: eng
Format: Paperback
Number of pages: 264
ISBN-13: 9781405107433
Subjects: Econometrics; Finance; Business/Economics; Business & Economics; Business / Economics / Finance; Economics - Theory; Business & Economics / Finance
First sentence: The publication in 1982 of 'Autoregressive Conditional Heteroskedasticity, with Estimates of the Variance of United Kingdom Inflation' by Rob Engle contributed substantially to the birth of the new field of 'financial econometrics'.