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Contributions to Financial Econometrics: Theoretical and Practical Issues

Michael McAleer (Editor), Les Oxley (Editor)
ISBN: 978-1-4051-0743-3
Paperback
264 pages
September 2003, Wiley-Blackwell
List Price: US $43.75
Government Price: US $28.00
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1. The Econometrics of Financial Time Series: Michael McAleer and Les Oxley.

2. Recent Theoretical Results for Time Series Models with GARCH Errors: W. K. Li, Shiqing Ling and Michael McAleer.

3. Bootstrapping Financial Time Series: Esther Ruiz and Lorenzo Pascual.

4. Measures of Fit for Rational Expectations Models: Tom Engsted.

5. Some Recent Developments in Futures Hedging: Donald Lien and Y. K. Tse.

6. Asset Pricing with Observable Stochastic Discount Factors: Peter Smith and Michael Wickens.

7. G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models: Sébastien Laurent and Jean-Philippe Peters.

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