Fan J., Yao Q. The Elemenets of Financial Econometrics

Palgrave Macmillan, 2021. — 305 p. — ISBN 978-981-16-4062-9. This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going...