Full Product Details
Author: Christian Gourieroux ,
Joann Jasiak
Publisher: Princeton University Press
Imprint: Princeton University Press
Dimensions:
Width: 15.20cm
, Height: 1.50cm
, Length: 23.50cm
Weight: 0.369kg
ISBN: 9780691168210
ISBN 10: 0691168210
Pages: 256
Publication Date: 28 July 2015
Audience:
Professional and scholarly
,
College/higher education
,
Professional & Vocational
,
Tertiary & Higher Education
Format: Paperback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Language: English
Reviews
This book is simply outstanding. Its approach is powerful yet practical, and many of its results and insights are original. The combination of analytical power and applied sense is very, very rare. And the financial events modeled in the book are important and common in applied financial contexts. -Francis X. Diebold, University of Pennsylvania The Econometrics of Individual Risk gives a nice overview of a new area and manages to combine a good technical account with clarity. No other book to my knowledge has managed to fill this particular niche. It is well organized and well written, and the scholarship is excellent. -Kevin Dowd, Nottingham University Business School I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature. -Torben G. Andersen, Kellogg School of Management, Northwestern University
This book is simply outstanding. Its approach is powerful yet practical, and many of its results and insights are original. The combination of analytical power and applied sense is very, very rare. And the financial events modeled in the book are important and common in applied financial contexts. --Francis X. Diebold, University of Pennsylvania The Econometrics of Individual Risk gives a nice overview of a new area and manages to combine a good technical account with clarity. No other book to my knowledge has managed to fill this particular niche. It is well organized and well written, and the scholarship is excellent. --Kevin Dowd, Nottingham University Business School I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature. --Torben G. Andersen, Kellogg School of Management, Northwestern University
Author Information
Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris, and Professor at the University of Toronto. He is the coauthor of Statistics and Econometric Models, Simulation-Based Econometric Methods, and Time Series and Dynamic Models. Joann Jasiak is Associate Professor of Economics at York University, Toronto. She and Christian Gourieroux are the authors of Financial Econometrics (Princeton).
