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William Greene – Econometric Analysis + LimDep Software
William Greene – Econometric Analysis + LimDep SoftwareProduct DescriptionDEFINITION OF ‘TRADING BOOK’The portfolio of financial instruments held by a brokerage or bank. Financial instruments in a trading book are purchased or sold to facilitate trading for...
on Jan 30, 2021
Chris Brooks – Introductory Econometrics for Finance (2nd Ed.)
Publisher: Cambridge University Press; 2 edition (22 May 2008) Language: English ISBN-10: 052169468X ISBN-13:978-0521694681This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features:• Thoroughly revised and updated, including...
on Dec 11, 2018
Jean Pierre Florens – Econometric Modeling & Inference
Presents the main statistical tools of econometric, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing....
on Dec 10, 2018