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

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

Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression d...

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

This textbook introduces students to qualitative econometric models and assumes a basic knowledge...

This book provides the first comprehensive overview of the granularity theory and its usefulness ...

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.

This book provides the first comprehensive overview of the granularity theory and its usefulness ...

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...