5395089
9780691120669
Out of Stock
The item you're looking for is currently unavailable.
"I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature."--Torben G. Andersen, Kellogg School of Management, Northwestern University""The Econometrics of Individual Risk" gives a nice overview of a new area and manages to combine a good technical account with clarity. No other book to my knowledge has managed to fill this particular niche. It is well organized and well written, and the scholarship is excellent."--Kevin Dowd, Nottingham University Business School"This book is simply outstanding. Its approach is powerful yet practical, and many of its results and insights are original. The combination of analytical power and applied sense is very, very rare. And the financial events modeled in the book are important and common in applied financial contexts."--Francis X. Diebold, University of PennsylvaniaJasiak, Joann is the author of 'Econometrics of Individual Risk Credit, Insurance, And Marketoing', published 2006 under ISBN 9780691120669 and ISBN 0691120668.
[read more]