The Elemenets of Financial Econometrics By Jianqing Fan, Qiwei Yao
2015 | 367 Pages | ISBN: 703043398X | PDF | 24 MB
This book grew out of the lecture notes for the "Financial Econometrics" course taught by Jianqing Fan for Master in Finance students at Princeton University since 2003 and for Master in Financial Engineering students at Fudan University since 2011.