{"product_id":"contributions-to-financial-econometrics-9781405107433","title":"Contributions to Financial Econometrics","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e* Presents five state--of--the--art survey papers on time series econometrics.  * Presents a modern financial econometrics software package.  * Surveys recent developments in the field.  * Discusses the theoretical properties of the GARCH family of models.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e1. The Econometrics of Financial Time Series: Michael McAleer and Les Oxley. \u003cp\u003e2. Recent Theoretical Results for Time Series Models with GARCH Errors: W. K. Li, Shiqing Ling and Michael McAleer.\u003c\/p\u003e \u003cp\u003e3. Bootstrapping Financial Time Series: Esther Ruiz and Lorenzo Pascual.\u003c\/p\u003e \u003cp\u003e4. Measures of Fit for Rational Expectations Models: Tom Engsted.\u003c\/p\u003e \u003cp\u003e5. Some Recent Developments in Futures Hedging: Donald Lien and Y. K. Tse.\u003c\/p\u003e \u003cp\u003e6. Asset Pricing with Observable Stochastic Discount Factors: Peter Smith and Michael Wickens.\u003c\/p\u003e \u003cp\u003e7. G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models: Sébastien Laurent and Jean-Philippe Peters.\u003c\/p\u003e","brand":"John Wiley and Sons Ltd","offers":[{"title":"Default Title","offer_id":49407842320727,"sku":"9781405107433","price":21.61,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781405107433.jpg?v=1730500711","url":"https:\/\/bookcurl.com\/products\/contributions-to-financial-econometrics-9781405107433","provider":"Book Curl","version":"1.0","type":"link"}