New from Stata Press:
Financial Econometrics Using Stata
Financial Econometrics Using Stata is a great resource for researchers interested in financial econometrics. The book provides an overview of ARMA models, multivariate and univariate GARCH models, Value-at-Risk models, and contagion analysis. The theory is accompanied by numerous examples and applications using real data that help readers build their intuition and understanding of financial econometrics.
The book is available in both print and eBook formats.
Read the technical comments, view the table of contents, or order now.
