Financial Econometrics Using Stata Boffelli Simona
Financial Econometrics Using Stata Boffelli Simona Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform…
Specifikacia Financial Econometrics Using Stata Boffelli Simona
Financial Econometrics Using Stata Boffelli Simona
Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. The last two chapters cover risk management and contagion measures. 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.
After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata
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