Risk and Volatility. Theory, Methods and Econometric Modelling - Marius Matei

Description

This book is aimed to primarily serve as a textbook to students in Economics and Finance who study the concept of risk through the lens of econometric modelling. It may well serve as textbook for the Econometrics or Investments courses, at both undergraduate and graduate levels. It can also be used by researchers, regulators, public servants and practitioners as it proposes to assess the risk topic in the context of foreign investment decisions.