Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) Publisher: Wiley | ISBN: 0471784508 | edition 2006 | PDF | 576 pages | 7,42 mb A comprehensive guide to financial econometrics. Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, i