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Market Risk Analysis, Volume II: Practical Financial Econometrics

Market Risk Analysis: Practical Financial Econometrics (Market Risk Analysis)

Penned By Carol Alexander
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Market Risk Analysis, Volume II: Practical Financial Econometrics

Market Risk Analysis: Practical Financial Econometrics (Market Risk Analysis)

Penned By Carol Alexander
4.85 87,909 Ratings
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Editor's Note:
Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet.All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM. Empirical examples and case studies specific to this volume.Wiley Finance Series.

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Released April 18, 2008
Identifier (ISBN) 4248680
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Carol    Alexander
The Mind Behind the Work
Carol Alexander

Carol Alexander is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, Carol Alexander enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Susan Edwards
Susan Edwards September 24, 2025
"A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers."
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"I find myself somewhat conflicted. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time."
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Jacob Edwards
Jacob Edwards March 25, 2024
"A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me."
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"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend."
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"Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel."
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"A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre."
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"Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre."
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"A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall."
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"Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem."
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"Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading."
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"Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author."
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"Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading."
Donald Martinez
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"Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel."
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"A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author."
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"Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem."
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"Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem."
Patricia Hernandez
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"A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author."
Anthony Baker
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars."
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"A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
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"Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author."
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"Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author."
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"A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend."
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
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"Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem."
Edward Jackson
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"Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall."
Michelle Hill
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"Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem."
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"A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend."
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