Gourieroux, Christian, 1949-

Financial econometrics : problems, models, and methods / Christian Gourieroux, Joann Jasiak. - Princeton, N.J. : Princeton University Press, c2001. - xi, 513 p. : ill. ; 25 cm. - Princeton series in finance .

Includes bibliographical references (p. 451-476) and index.

0691088721


Econometrics
Finance--Statistical methods
Finance--Mathematical models

HB139

330/.01/5195