Much research into financial contagion and systematic risks has been motivated by the finding tha...

This is the first volume in a major two-volume set of advanced texts in econometrics.

The individual risks faced by banks, insurers, and marketers are less well understood than aggreg...

The second volume in a major two-volume set of advanced texts in econometrics.

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in ...

The principal objective of this volume is to offer a complete presentation of the theory of GMM e...

1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for des...

The principal objective of this volume is to offer a complete presentation of the theory of GMM e...

This book provides an accessible collection of techniques for analyzing nonparametric and semipar...

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

This textbook introduces students progressively to various aspects of qualitative models and assu...

The recent financial crisis has heightened the need for appropriate methodologies for managing an...

1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for des...

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

This text introduces students progressively to various aspects of qualitative models and assumes ...

This is the first volume in a major two-volume set of advanced texts in econometrics.

The recent financial crisis has heightened the need for appropriate methodologies for managing an...

Financial econometrics is a great success story in economics. Econometrics uses data and statisti...

Simulation-Based Econometric Methods introduces a new generation of econometric methods in the cl...

Financial econometrics is a great success story in economics. Econometrics uses data and statisti...