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Traité d'économétrie financière : Modélisation financière / François-Eric Racicot, Raymond Theoret.

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Format:
Book
Author/Creator:
Racicot, François-Eric.
Contributor:
Théoret, Raymond.
Language:
French
Subjects (All):
Heteroscedasticity.
Economics, Mathematical.
Econometrics.
Finance--Econometric models.
Finance.
Genre:
Electronic books.
Physical Description:
1 online resource (377 p.)
Place of Publication:
Sainte-Foy, Québec : Presses de l'Université du Québec, 2001.
Language Note:
French
Summary:
Un exposé pédagogique à la fine pointe des fondements et des applications de l'économétrie financière. De nombreux cas financiers résolus ainsi que plusieurs applications inédites de l'économétrie à la finance. Une référence pour toute personne intéressée à la finance empirique et quantitative.
Notes:
Includes index.
Includes bibliographical references and index.
Description based on print version record.
Description based on publisher supplied metadata and other sources.
ISBN:
9782760516748
2760516741
9781435687073
1435687078
OCLC:
236368355

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