Financial econometrics : problems, models, and methods /

Main Author: Gourieroux, Christian, 1949-
Other Authors: Jasiak, Joann,
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, c2001.
Subjects:
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100 1 |a Gourieroux, Christian,  |d 1949- 
245 1 |a Financial econometrics :  |b problems, models, and methods /  |c Christian Gourieroux, Joann Jasiak. 
260 1 |a Princeton, N.J. :  |b Princeton University Press,  |c c2001. 
300 1 |a xi, 513 p. :  |b ill. ;  |c 25 cm. 
504 1 |a Includes bibliographical references (p. 451-476) and index. 
650 1 |a Econometrics 
650 1 |a Finance  |x Statistical methods 
650 1 |a Finance  |x Mathematical models 
700 1 |a Jasiak, Joann, 
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