Panel Methods For Finance by Marno Verbeek Paperback

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Panel Methods For Finance by Marno Verbeek Paperback

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Panel Methods For Finance by Marno Verbeek Paperback

Panel Methods For Finance by Marno Verbeek Paperback

  • Brand: Unbranded
Price: CN¥439.00
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Panel Methods For Finance by Marno Verbeek Paperback

Financial data are typically characterised by a timeseries dimension and a crosssectional dimension. For example we may observe financial information on a group of firms over a number of years or we may observe returns of all stocks traded at NYSE over a period of 120 months. Accordingly econometric modelling in finance requires appropriate attention to these two or occasionally more than two dimensions of the data.
  • Brand: Unbranded
  • Category: Biography
  • Format: Paperback
  • Language: English
  • Publisher / Label: De Gruyter
  • Author: Marno Verbeek
  • Number of Pages: 296
  • Fruugo ID: 160269555-340136371
  • ISBN: 9783110660135

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