Can I read Persistence and Cointegration on EtoBox?

Persistence and Cointegration by Christian Gourieroux, Joann Jasiak, Christian Gourieroux is a scholarly article available to read on EtoBox.

What is Persistence and Cointegration about?

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date--essential in today's rapidly evolving financial environment--Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging

Author

Christian Gourieroux, Joann Jasiak, Christian Gourieroux

Publisher

Princeton University Press

Published

2001

Language

EN

ISBN

9780691187020