Financial Econometrics, Mathematics and Statistics: Theory, Method and Application

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research.

Divided into four parts, the text begins with topics related to regression and financial ...