{"product_id":"financial-econometrics-using-stata-simona-boffelli-9781597182140","title":"Financial Econometrics Using Stata","description":"\u003cp\u003e\u003cstrong\u003eFinancial Econometrics Using Stata\u003c\/strong\u003e is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Simona Boffelli,Giovanni Urga\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1597182141\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781597182140\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Stata Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/01\/2016\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 272\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.20h x 7.20w x 0.70d","brand":"Simona Boffelli","offers":[{"title":"Paperback","offer_id":48447937151231,"sku":"9781597182140","price":77.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_b7949192-2a5a-40f4-b787-e73ae7e9e21c.jpg?v=1777235827","url":"https:\/\/www.whiterainbookhouse.com\/products\/financial-econometrics-using-stata-simona-boffelli-9781597182140","provider":"WR Book House","version":"1.0","type":"link"}