Financial Econometrics

Call no: 332.0151 WAN 

Physical Description: xiii, 178 pages : illustrations ; 24 cm

Notes: Includes Index 

"Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practise right away the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics." "Graduate and advanced undergraduate students requiring a broad knowledge of techniques applied in the finance literature, as well as students of financial economics engaged in empirical enquiry, should find this textbook to be invaluable."--Jacket.