Volatility and Time Series Econometrics
Volatility and Time Series Econometrics

Author: Mark Watson

Publisher: Oxford University Press

Published: 2010-02-11

Total Pages: 432

ISBN-13: 0199549494

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A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics

Statistical Methods in Finance
Statistical Methods in Finance

Author: G. S. Maddala

Publisher:

Published: 1996-12-11

Total Pages: 760

ISBN-13:

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A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.

Financial Modeling Under Non-Gaussian Distributions
Financial Modeling Under Non-Gaussian Distributions

Author: Eric Jondeau

Publisher: Springer Science & Business Media

Published: 2007-04-05

Total Pages: 541

ISBN-13: 1846286964

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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.

Exchange Rate Economics
Exchange Rate Economics

Author: Ronald MacDonald

Publisher: Routledge

Published: 2005

Total Pages: 334

ISBN-13: 1134838220

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''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""

Finance
Finance

Author: R.A. Jarrow

Publisher: Elsevier

Published: 1995-12-15

Total Pages: 1204

ISBN-13: 9780444890849

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Hardbound. The Handbook of Finance is a primary reference work for financial economics and financial modeling students, faculty and practitioners. The expository treatments are suitable for masters and PhD students, with discussions leading from first principles to current research, with reference to important research works in the area. The Handbook is intended to be a synopsis of the current state of various aspects of the theory of financial economics and its application to important financial problems. The coverage consists of thirty-three chapters written by leading experts in the field. The contributions are in two broad categories: capital markets and corporate finance.