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Market Risk Analysis, Practical Financial Econometrics

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  • 432pages
  • 16 heures de lecture

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Focusing on econometric techniques essential for finance, this volume by Professor Carol Alexander delves into methods like GARCH, cointegration, and copulas, tailored for market risk analysis. It serves as a comprehensive guide for a one-semester graduate course, presenting concepts alongside empirical examples and Excel illustrations. The critical and selective approach enhances understanding, making complex techniques accessible for students and professionals alike.

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Market Risk Analysis, Practical Financial Econometrics, Carol Alexander

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Année de publication
2008
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