Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpre

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, intere

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophist

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of