<p>【书名】 Financial Econometrics<br/>【作者】John Wiley <br/>【文件格式】PDF<br/>【文件大锌10.4M<br/>【页数】576<br/>【ISBN出版号】ISBN-13 978-0-471-78450-0<br/>ISBN-10 0-471-78450-8<br/>【资料类别】计量经济学<br/>【影印版】<br/>【是否缺页】否<br/>【目录】CHAPTER 1 Financial Econometrics: Scope and Methods</p><p>CHAPTER 2<br/>Review of Probability and Statistics</p><p>CHAPTER 3<br/>Regression Analysis: Theory and Estimation</p><p>CHAPTER 4<br/>Selected Topics in Regression Analysis</p><p>CHAPTER 5<br/>Regression Applications in Finance</p><p>CHAPTER 6<br/>Modeling Univariate Time Series</p><p>CHAPTER 7<br/>Approaches to ARIMA Modeling and Forecasting</p><p>CHAPTER 8<br/>Autoregressive Conditional Heteroskedastic Models</p><p>CHAPTER 9<br/>Vector Autoregressive Models I</p><p>CHAPTER 10<br/>Vector Autoregressive Models II</p><p>CHAPTER 11<br/>Cointegration and State Space Models</p><p>CHAPTER 12<br/>Robust Estimation</p><p>CHAPTER 13<br/>Principal Components Analysis and Factor Analysis</p><p>CHAPTER 14<br/>Heavy-Tailed and Stable Distributions in Financial Econometrics</p>CHAPTER 15<br/>ARMA and ARCH Models with Infinite-Variance Innovations <p> </p><br/>