About the book
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the uptodate content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide realworld context for students, worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
Editions of Financial Econometrics
- Hardcover
- ISBN 9781107177154
- Paperback
- ISBN 9781316630334
Read an Excerpt
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the uptodate content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide realworld context for students, worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
Frequently Asked Questions
What is Financial Econometrics about?
This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the uptodate content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide realworld context for students, worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
What core themes, tropes, or subjects are explored in Financial Econometrics?
Economics, Finance, Business and Management > Economics > Econometrics and economic statistics
Where can I read a sample of Financial Econometrics?
You can read an official preview of the few pages here https://www.book2look.com/book/9781107177154
Who is/are the Author/s of the book Financial Econometrics?
Oliver Linton
What are the ISBN numbers for the physical and digital editions?
Financial Econometrics is available as hardcover(ISBN 9781107177154) and paperback(ISBN 9781316630334)