"Financial Econometrics," by Oliver Linton of Cambridge University, is written for master's degree students in finance and focuses on extending the path-breaking work presented in "The Econometrics of ...

Introduction to Financial Market Volatility Estimation and Modeling Review of High-Frequency Econometrics for Financial Data Analysis of Risk Premiums in Continuous-Time Models Econometrics for ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

Financial econometrics is a dynamic discipline that applies advanced statistical and econometric methods to the analysis of financial markets. It integrates time series, panel data and cross‐sectional ...