The Elements of Financial Econometrics
2 authors - Hardback
£60.99
Jianqing Fan is a statistician and financial econometrician. He is the current Frederick L. Moore '18 Professor of Finance and Professor of Statistics at Princeton University, New Jersey. His prizes include the Guggenheim Fellowship (2009), the Guy Medal in Silver (2014) and the COPSS Presidents' Award (2000). In 2012, he was elected Academician of Academia Sinica. He is a co-editor of the Journal of Econometrics and an associate editor of the Journal of the American Statistical Association. Qiwei Yao is Professor of Statistics at the London School of Economics and Political Science. He is an associate editor for the Journal of the American Statistical Association and for the Journal of the Royal Statistical Society: Series B.