Skip to main content Accessibility help
Internet Explorer 11 is being discontinued by Microsoft in August 2021. If you have difficulties viewing the site on Internet Explorer 11 we recommend using a different browser such as Microsoft Edge, Google Chrome, Apple Safari or Mozilla Firefox.
Home
> Financial Econometrics

Financial Econometrics Models and Methods

Authors

Oliver Linton, University of Cambridge
Published 2019

Description

This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application…

  • Get access
  • Add bookmark
  • Cite
  • Share

Key features

  • Contains up-to-date coverage of topics reflecting recent developments in financial econometrics, including microstructure and asset pricing
  • This book is based on a successful course taught in the UK, China and Australia
  • Written by one of the world's leading econometricians

About the book

  • DOI https://doi.org/10.1017/9781316819302
  • Subjects Econometrics and Mathematical Methods,Economics,Finance and Accountancy
  • Format: Hardback
    • Publication date: 18 April 2019
    • ISBN: 9781107177154
    • Dimensions (mm): 246 x 189 mm
    • Weight: 1.39kg
    • Contains: 96 b/w illus.
    • Page extent: 572 pages
    • Availability: Available
  • Format: Paperback
    • Publication date: 18 April 2019
    • ISBN: 9781316630334
    • Dimensions (mm): 246 x 189 mm
    • Weight: 1.25kg
    • Contains: 96 b/w illus.
    • Page extent: 572 pages
    • Availability: Available
  • Format: Digital
    • Publication date: 08 February 2019
    • ISBN: 9781316819302

Access options

Review the options below to login to check your access.

Purchase options

There are no purchase options available for this title.

Have an access code?

To redeem an access code, please log in with your personal login.

If you believe you should have access to this content, please contact your institutional librarian or consult our FAQ page for further information about accessing our content.

Also available to purchase from these educational ebook suppliers