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政大機構典藏 > 商學院 > 財務管理學系 > 專書/專書篇章 > Item 140.119/139822

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/139822

Title:	Financial Econometrics, Mathematics and Statistics: Theory, Method and Application
Authors:	陳鴻毅 Chen, Hong-Yi Lee, Cheng-Few Lee, John
Contributors:	財管系
Keywords:	Financial Econometrics and Statistics Textbook;Panel Data Analysis;Simultaneous Equation Models;Single Equation Regression Methods;Statistical Distributions;Time Series Analysis;option pricing model;multiple regression;capital asset pricing model;Monte Carlo simulations;maximum likelihood method;heteroscedasticity;asset allocation;autoregressive forecasting model;Holt-Winters forecasting model;error component model;credit risk;dummy variables;ARCH method;LISREAL method
Date:	2019-06
Issue Date:	2022-04-11 15:42:49 (UTC+8)
Abstract:	This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics illustrates tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into four parts, the text offers insight into the following models and topics, among others: • Multiple linear regression • Time-series analysis • Option pricing models • Risk management • Heteroskedasticity • Itô’s Calculus • Spurious regression • Errors-in-variable Written by leading academics in the quantitative finance field, this book allows readers to implement the principles behind financial econometrics and statistics through real-world applications and problem sets. It will appeal to a less-served market of advanced students and scholars in finance, economics, accounting, and statistics.
Relation:	Springer
Data Type:	book
DOI 連結:	https://doi.org/10.1007/978-1-4939-9429-8
DOI:	10.1007/978-1-4939-9429-8
Appears in Collections:	[財務管理學系] 專書/專書篇章

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