Financial Econometrics 2nd edition by Peijie Wang pdf free download

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Financial Econometrics 2nd edition by Peijie Wang pdf free download

Financial Econometrics 2nd edition by Peijie Wang pdf free download. This book focuses on econometric models widely and frequently used in the examination of issues in financial economics and financial markets, which are scattered in the literature yet to be integrated into a single-volume, multitheme, and empirical research-oriented text. The book, providing an overview of contemporary topics related to the modelling and analysis of financial data, is set against a backdrop of rapid expansions of interest in both the models themselves
and the financial problems to which they are applied.

Financial Econometrics 2nd edition by Peijie Wang pdf free download

Extended from the first edition of mainly time series modelling, the new edition also takes in discrete choice models, estimation of censored and truncated samples, as well as panel data analysis that has witnessed phenomenal expansion in application in finance
and financial economics since the publication of the first edition of the book. Virtually all major topics on time series, cross-sectional and panel data analysis have been dealt with. We assume that the reader has already had knowledge in econometrics and
finance at the intermediate level.

Financial Econometrics 2nd edition by Peijie Wang pdf free download

So basic regression analysis and time series models such as the OLS, maximum likelihood and ARIMA, while being referred to from time to time in the book, are only briefly reviewed but are not brought up as a book topic; nor the concept of market efficiency and models for asset pricing. For the former, there are good books such as Basic Econometrics by Gujarati (2002), Econometric Analysis by Greene (2008), and Introduction to Econometrics by Maddala (2001); and for the latter, the reader is recommended to refer to Principles of Corporate Finance by Brealey, Myers and Allen (2006), Corporate Finance by Ross, Westerfield and Jaffe (2008), Investments by Sharpe, Alexander and Bailey (1999), Investments by Bodie, Kane and Marcus, (2008), and Financial Markets and Corporate Strategy by Grinblatt and Titman (2002).

Financial Econometrics 2nd edition by Peijie Wang pdf free download

The book has two unique features – every chapter (except the first three introductory chapters and the final chapter) has a section of two or more examples and cases, and a section of empirical literature, offering the reader the opportunity to practice right away the kind of research in the area. The examples and cases, either from the literature or of the book itself, are well executed, and the resultsare explained in detail in plain language. This would, as we hope, help the reader gain interest, confidence, and momentum in learning contemporary econometric topics.

Financial Econometrics 2nd edition by Peijie Wang pdf free download

At the same time, the reader would find that the way of implementation and estimation of a model is unavoidably influenced by the view of the researcher on the issue in a social science subject; nevertheless, for a serious researcher, it is not easy to make two plus two equal to any desired number she or he wants to get. The empirical literature reviewed in each chapter is comprehensive and up to date, exemplifying rich application areas at both macro and micro levels limited only by the imagination of human beings. The section demonstrates how a model can and should match practical problems coherently and guide the researcher’s consideration on the rationale, methodology and factors in the research. Overall, the book is methods, models, theories, procedures, surveys, thoughts and tools.

Financial Econometrics 2nd edition by Peijie Wang pdf free download

Financial Econometrics 2nd edition by Peijie Wang pdf free download


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