Financial Econometrics. Models and Methods

This thorough exploration of the models and methods of financial econometrics is written by one of the world's leading financial econometricians, and is for students of economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on a course 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 to provide real-world context for students, and worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood. The cover depicts a close-up of a bronze statue of a bull. In finance, a bull market is one that is rising or expected to rise.