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1.
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STATISTICAL ANALYSIS OF FINANCIAL DATA IN S-PLUS
by Carmona,Rene A. Material type:  Book; Format:
print
; Literary form:
not fiction
Description: xvi,451.Publisher: Springer-Verlag, New York 2004Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.0151955 C213S] (1).
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2.
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ECONOMETRIC MODELLING OF FINANCIAL TIME SERIES
by Mills,Terence C. Edition: 2ndMaterial type: Book; Format:
print
; Literary form:
not fiction
Description: viii,372.Publisher: Cambridge International Science Publishing, Cambridge 1999Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 M628E2] (1).
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3.
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INTRODUCTORY ECONOMETRICS FOR FINANCE
by Brooks,Chris. Material type: Book; Format:
print
; Literary form:
not fiction
Description: xxv,701.Publisher: Cambridge Univ. Press, Cambridge 2002Availability: Items available for reference: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 B79I] (1).
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4.
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Financial econometrics
by Wang, Peijie. Edition: 2ndMaterial type: Book; Format:
print
; Literary form:
not fiction
Description: xv, 320p.Publisher: London Routledge 2009Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 W184f2] (1).
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5.
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Econometrics of financial high-frequency data
by Hautsch, Nikolaus. Material type: Book; Format:
print
; Literary form:
not fiction
Description: xiii, 371p.Publisher: Berlin Springer 2012Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 H298e] (1).
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6.
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The Kalman filter in finance
by Wells, Curt. Material type: Book; Format:
print
; Literary form:
not fiction
Description: xvi, 169p.Publisher: London Kluwer Academic Publishers 1996Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 330.015195 W462k] (1).
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7.
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The elements of financial econometrics
by Fan, Jianqing | Yao, Qiwei. Description: xii, 381p.Publisher: Cambridge Cambridge University Press 2017Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.0151 F212e] (1).
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8.
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Handbook of financial econometrics [v.2]
: applications
by Ait-Sahalia, Yacine [ed.] | Hansen, Lars Peter [ed.]. Description: xxvii, 356p.Publisher: Amsterdam Elsevier 2010Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 H191 v.2] (1).
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9.
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Handbook of empirical economics and finance
by Ullah, Aman [ed.] | Giles, David E. A. [ed.]. Description: xix, 512p.Publisher: Boca Raton CRC Press 2017Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 330.015195 H191] (1).
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10.
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Introductory econometrics for finance [4th ed.]
by Brooks, Chris. Edition: 4th ed. Description: xxxi, 696p.Publisher: Cambridge Cambridge University Press 2019Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 B791i4] (1).
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11.
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Applied financial econometrics
: theory, method and applications
by Maiti, Moinak. Description: xxix, 287p.Publisher: Singapore Palgrave Macmillan 2021Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.015195 M287a] (1).
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12.
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Introductory econometrics for finance [4th ed.] [Annual subscription from Sept.2023 to Sept.2024]
by Brooks, Chris. Edition: 4th ed. Publisher: Cambridge Cambridge University Press 2019Online access: Click here to access online Availability: Items available for loan: PK Kelkar Library, IIT Kanpur (2).
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