>> Home >> Bookstore >> Title index >> Books on Stata >> Financial Econometrics Using Stata

Financial Econometrics Using Stata


Click to enlarge
See the back cover

Inside preview

Print eBook

$54.00 Print

Add to cart

Info What are VitalSource eBooks?
Your access code will be emailed upon purchase.

$46.00 eBook

Add to cart

Authors:
Simona Boffelli and Giovanni Urga
Publisher: Stata Press
Copyright: 2016
ISBN-13: 978-1-59718-214-0
Pages: 272; paperback
Price: $54.00
Authors:
Simona Boffelli and Giovanni Urga
Publisher: Stata Press
Copyright: 2016
ISBN-13: 978-1-59718-215-7
Pages: 272; eBook
Price: $46.00

Comment from the Stata technical group

Financial Econometrics Using Stata by Simona Boffelli and Giovanni Urga provides an excellent introduction to time-series analysis and how to do it in Stata for financial economists. Aimed at researchers, graduate students, and industry practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata, and illustrates how to interpret the results.

After providing an intuitive introduction to time-series analysis and the ubiquitous autoregressive moving-average (ARMA) model, the authors carefully cover univariate and multivariate models for volatilities. Chapters on risk management and analyzing contagion show how to define, estimate, interpret, and perform inference on essential measures of risk and contagion.

The authors illustrate every topic with easily replicable Stata examples and explain how to interpret the results from these examples.

The authors have a unique blend of academic and industry training and experience. This training produced a practical and thorough approach to each of the addressed topics.

Table of contents

View table of contents >>

Stata

Shop

Support

Company


The Stata Blog: Not Elsewhere Classified Find us on Facebook Follow us on Twitter LinkedIn Google+ YouTube
© Copyright StataCorp LP   •   Terms of use   •   Privacy   •   Contact us