Financial Econometrics

DOI10.4324/9780203892879MaRDI QIDQ5504260zbMATH OpenOpenAlexFDO

Authors Peijie Wang

Publication date 22 January 2009

Full work available at URL https://doi.org/10.4324/9780203892879

zbMATH Keywords

financial datafrequency domain analysisGARCH processlimited dependent variablesMarkov chainpanel data analysisstochastic volatilitytime seriestime-varying volatility

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Statistical methods; economic indices and measures (91B82)

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(24)

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• Financial econometrics: Past developments and future challenges
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• An introduction to wavelets and other filtering methods in finance and economics
• Editorial: The econometrics of macroeconomics, finance, and the interface
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• scientific article; zbMATH DE number 1805572 (Why is no real title available?)
• Financial econometrics. From basics to advanced modeling techniques.
• Introductory econometrics for finance
• RATS handbook to accompany. Introductory econometrics for finance.
• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
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• Macro-Finance*
• scientific article; zbMATH DE number 1820665 (Why is no real title available?)
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• Financial Econometrics and Systemic Risk
• Financial Economics and Econometrics
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• scientific article; zbMATH DE number 6324332 (Why is no real title available?)
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• Analysis of Financial Time Series

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