{"product_id":"9781405107433","title":"Contributions to Financial Econometrics Theoretical and Practical Issues","description":"\u003ch3\u003eSurveys of Recent Research in Economics\u003c\/h3\u003e\u003ch1\u003eContributions to Financial Econometrics\u003c\/h1\u003e\u003ch2\u003eTheoretical and Practical Issues\u003c\/h2\u003e\u003ch3\u003eMichael McAleer | Les Oxley\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Econometrics\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eThis prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.\u003c\/div\u003e\u003cdiv\u003e  \u003cb\u003eMichael McAleer\u003c\/b\u003e is Professor of Economics at the University of Western Australia. He has published widely in econometrics, financial econometrics, time series analysis, statistics, modelling environmental systems, and tourism research. \u003cbr\u003e \u003cp\u003e\u003cb\u003eLes Oxley\u003c\/b\u003e is Professor of Economics at the University of Canterbury, Christchurch, New Zealand and Adjunct Professor at the University of Western Australia. He has published widely in applied econometrics, macroeconometrics and cliometrics.\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e19 September 2003\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Blackwell\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781405107433\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003ePaperback \/ softback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e264\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e16.32\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44381107716236,"sku":"9781405107433","price":39.38,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781405107433_a7f13b1e-e2a8-47a1-807d-72011246b9cc.jpg?v=1780194477","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781405107433","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}