Financial econometrics : problems, models, and methods

Author(s)

• Gourieroux, Christian
• Jasiak, Joann

Bibliographic Information

Financial econometrics : problems, models, and methods

Christian Gourieroux, Joann Jasiak

（Princeton series in finance）

Princeton University Press, c2001

Note

Includes bibliographical references (p. 451-476) and index

• NCID: BA54784305
• ISBN:
  • 0691088721
• LCCN: 01036264
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton
• Pages/Volumes: xi, 513 p.
• Size: 24 cm
• Classification:
  • DC21 : 330/.01/5195
  • LCC : HB139
• Subject Headings:
  • LCSH : Econometrics
  • LCSH : Finance -- Statistical methods
  • LCSH : Finance -- Mathematical models
• Parent Bibliography ID:
  • BA54784338