Likelihood-based Inference In Cointegrated Vector Autoregressive Models Oxford
This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run ...
Introductory Econometrics For Finance - 3rd Ed Cambridge Usa
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance pre...