The Elemenets of Financial Econometrics

Jianqing Fan and Qiwei Yao


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383 pp. Science Press, Beijing (2015).



Preface and Table of Content             A sample chapter
                          

The posted materials augment the aforementioned book. They include data sets, figures and programs that we used to produce the book. The materials are intended only to stimulate readers who would like to apply our methods to their own data. The programs are only meant for our own "in-house" use. No warranty is given when one applies it to their own problems. The general terms of "GNU" licenses agreement should be observed when one uses the programs here.

It is our hope that readers will be stimulated to use the methods described in this book for their own applications and research. Our aim is to provide information in sufficient detail so that readers can produce their own implementations. This will be a valuable exercise for students and readers who are new to the area.

  • Programs, Data and Figures of Chapter 1
  • Programs, Data and Figures of Chapter 2
  • Programs, Data and Figures of Chapter 3
  • Programs, Data and Figures of Chapter 4
  • Programs, Data and Figures of Chapter 5
  • Programs, Data and Figures of Chapter 6
  • Programs, Data and Figures of Chapter 7
  • Programs, Data and Figures of Chapter 8
  • Programs, Data and Figures of Chapter 9