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200 10$aMarket risk analysis$hVolume 2$iPractical financial econometrics$b[electronic resource] /$fCarol Alexander
205   $a1st edition
210   $aChichester, England ;$aHoboken, NJ $cWiley$d2008
215   $a1 online resource (430 p.)
225 1 $aThe Wiley Finance Series ;$vv.2
300   $aDescription based upon print version of record.
311   $a0-470-99801-6 
320   $aIncludes bibliographical references and index.
327   $aMarket Risk Analysis Volume II; Contents; List of Figures; List of Tables; List of Examples; Foreword; Preface to Volume II; II.1 Factor Models; II.2 Principal Component Analysis; II.3 Classical Models of Volatility and Correlation; II.4 Introduction to GARCH Models; II.5 Time Series Models and Cointegration; II.6 Introduction to Copulas; II.7 Advanced Econometric Models; II.8 Forecasting and Model Evaluation; References; Index; Plates
330   $aWritten by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical
410  0$aWiley finance series.
606   $aRisk management
606   $aHedging (Finance)
615  0$aRisk management.
615  0$aHedging (Finance)
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