Right now I am taking a brake from politics. Meanwhile, I decided to develop some GARCH models applied to extreme distributions. However, it's complicated. Could you help me to build an EVT-GARCH and EVT-SWARCH models for my Master's Thesis?
By the way, you look very sexy and wise (The Queen of Risk Management), specially for the presentation of your IV volume. Of course i have not bought yet your books. I will sart with III volume on practical financial econometrics.
I bought Quantitative Methods in Finance, it indeed saved my life on a course full course in Financial Econometrics this summer. Sadly the recommended text for course was utterly useless. Thanks Prof for sharing your knowledge, an interactive approach is the best way to learn.
My collegue, Chris Brooks, has written an excellent, comprehensive but simple introduction to Financial Econometrics. You will probably find it much easier to follow than my book, because it does not deal with such advanced topics and spends a lot of time just covering the basics.
I am currently learning Econometrics and find it very hard. Is there a best way of learning and understanding it? I am just asking because the materials I have on Econometrics may as well have been written in Chinese.
Right now I am taking a brake from politics. Meanwhile, I decided to develop some GARCH models applied to extreme distributions. However, it's complicated. Could you help me to build an EVT-GARCH and EVT-SWARCH models for my Master's Thesis?
By the way, you look very sexy and wise (The Queen of Risk Management), specially for the presentation of your IV volume. Of course i have not bought yet your books. I will sart with III volume on practical financial econometrics.
HawkishHardliner 2 years ago
I bought Quantitative Methods in Finance, it indeed saved my life on a course full course in Financial Econometrics this summer. Sadly the recommended text for course was utterly useless. Thanks Prof for sharing your knowledge, an interactive approach is the best way to learn.
Biggest fun, from Zambia
kumaisobele 2 years ago
the music at 2:42 describes how i feel right now.... lots of learning ahead
cyberspy034 2 years ago
My collegue, Chris Brooks, has written an excellent, comprehensive but simple introduction to Financial Econometrics. You will probably find it much easier to follow than my book, because it does not deal with such advanced topics and spends a lot of time just covering the basics.
c0alexander 3 years ago
I am currently learning Econometrics and find it very hard. Is there a best way of learning and understanding it? I am just asking because the materials I have on Econometrics may as well have been written in Chinese.
kahlschlag17 3 years ago