Financial econometrics

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Financial econometrics has been defined as the application of statistical techniques to problems in finance.[1] People working in the finance industry or researching the finance sector often use econometric techniques in a range of activities – for example, in support of portfolio management, risk management and in the analysis of securities. The sort of topics that financial econometricians are typically familiar with include:

Notes[edit]

  1. ^ Brooks, Chris (2014). Introductory Econometrics for Finance (3rd ed.). Cambridge: Cambridge University Press. p. 2. ISBN 9781107661455. 
  2. ^ Wang, Peijie (2003). Financial Econometrics: Methods and Models. Routledge. ISBN 978-0-415-22455-0.