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Market Risk Analysis, Volume II: Practical Financial Econometrics

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

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Market Risk Analysis, Volume II: Practical Financial Econometrics

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

4.85 78,422 ratings · 1,579 reviews
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Overview: 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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Book details & editions

ISBN
4248680
Publication date
April 18, 2008
Pages
N/A pages
Reading Options
PDF · EPUB · Mobi
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Carol Alexander
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Carol Alexander writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Carol Alexander lives with their spouse and a very vocal rescue cat.

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Jennifer Lee
Jennifer Lee November 14, 2024
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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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
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Ryan Baker April 08, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Joseph Wilson December 25, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Mark  Davis
Mark Davis January 16, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Edward Lewis January 12, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Brian Miller
Brian Miller September 03, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Laura Perez
Laura Perez December 15, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Daniel Adams
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Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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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. I would highly recommend this to discerning readers.
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Emily Rodriguez July 13, 2024
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Melissa Lewis
Melissa Lewis November 04, 2025
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Donna Gomez
Donna Gomez January 24, 2025
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Sandra Baker
Sandra Baker April 20, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Edward King
Edward King July 11, 2024
Exceeded all my expectations. 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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Robert Evans September 18, 2025
An acceptable diversion. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
Edward Lopez
Edward Lopez December 23, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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Sandra Jones June 12, 2024
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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Patricia Phillips January 30, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
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I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
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A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Emily Flores June 18, 2024
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
James Wilson
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A decent, if standard, experience. 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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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Ashley Miller
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
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Such a rich narrative. 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. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Betty Collins
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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. An effortless 5 stars.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Absolutely brilliant. 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. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
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A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
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A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Jessica Lopez
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A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perhaps more aligned with a different audience's tastes.
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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Matthew Garcia
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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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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A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Suitable if your reading queue is empty.
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Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
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I find myself somewhat conflicted. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
William Young
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Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
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Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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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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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
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Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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Cynthia Rodriguez April 14, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Deborah Campbell
Deborah Campbell May 08, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Cynthia Turner
Cynthia Turner January 04, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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William Thompson May 08, 2024
A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
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Christopher Lewis April 03, 2024
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
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Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
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Sarah Lee May 14, 2024
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Joseph Wilson
Joseph Wilson March 05, 2024
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Ryan Walker
Ryan Walker June 07, 2025
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Daniel Evans
Daniel Evans February 26, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Daniel Walker
Daniel Walker January 19, 2025
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
Susan Walker
Susan Walker May 03, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
John  Davis
John Davis July 31, 2025
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
George Collins
George Collins April 09, 2025
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Robert White
Robert White January 16, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Charles Mitchell
Charles Mitchell February 11, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Nancy Young
Nancy Young September 01, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Joseph Young
Joseph Young March 07, 2024
A decent, if standard, experience. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perfectly average.
William Moore
William Moore November 11, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Linda Gomez
Linda Gomez September 11, 2024
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Paul Reyes
Paul Reyes February 20, 2025
I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
Cynthia Brown
Cynthia Brown June 15, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
William Young
William Young May 12, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
George Taylor
George Taylor June 01, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
William Rodriguez
William Rodriguez January 27, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Emily Phillips
Emily Phillips April 03, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Christopher Lewis
Christopher Lewis February 22, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Edward Lewis
Edward Lewis January 31, 2024
I find myself somewhat conflicted. The prose was competent, yet the characters lacked the depth I usually seek. A fair 3 stars.
Patricia Roberts
Patricia Roberts June 20, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Karen Ramirez
Karen Ramirez June 03, 2024
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Linda Williams
Linda Williams August 25, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Rebecca Scott
Rebecca Scott October 26, 2024
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Joseph Green
Joseph Green August 31, 2025
Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Jennifer Mitchell
Jennifer Mitchell October 28, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Mark Jones
Mark Jones May 30, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Robert Edwards
Robert Edwards February 07, 2024
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.
Jennifer Miller
Jennifer Miller October 19, 2025
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Matthew Robinson
Matthew Robinson July 09, 2025
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.
Jessica Martin
Jessica Martin February 11, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
Sarah Thomas
Sarah Thomas September 21, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Steven Turner
Steven Turner June 09, 2025
It was adequate. The prose was competent, yet the characters lacked the depth I usually seek. A fair 3 stars.
James Wilson
James Wilson January 13, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Eric Harris
Eric Harris August 29, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Gary Scott
Gary Scott November 02, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
Sandra Clark
Sandra Clark November 29, 2025
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
George Phillips
George Phillips September 30, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Betty Perez
Betty Perez October 06, 2024
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me.
Dorothy Turner
Dorothy Turner May 18, 2025
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Kevin Garcia
Kevin Garcia March 31, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Jacob Lewis
Jacob Lewis September 29, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Karen Lewis
Karen Lewis January 16, 2024
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 solid 4 stars from me.
Jennifer Mitchell
Jennifer Mitchell March 15, 2025
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Betty Rivera
Betty Rivera July 28, 2025
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.
Nancy Anderson
Nancy Anderson September 03, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Elizabeth Carter
Elizabeth Carter January 23, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
David Scott
David Scott July 21, 2024
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 very distinguished novel.
Amanda Rivera
Amanda Rivera August 24, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
John White
John White January 21, 2024
A very strong entry. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Gary Jackson
Gary Jackson November 28, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
John Adams
John Adams September 16, 2025
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Daniel Walker
Daniel Walker December 09, 2025
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Joseph Torres
Joseph Torres June 04, 2025
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
John Adams
John Adams July 29, 2025
An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. A fair 3 stars.
Rebecca Mitchell
Rebecca Mitchell March 16, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Ashley Collins
Ashley Collins September 12, 2025
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Carol Garcia
Carol Garcia July 10, 2024
A decent, if standard, experience. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perfectly average.
Melissa Hill
Melissa Hill June 12, 2025
A decent, if standard, experience. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perhaps more aligned with a different audience's tastes.
Lisa Young
Lisa Young April 08, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Nancy Moore
Nancy Moore September 11, 2024
I find myself somewhat conflicted. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perfectly average.
Michelle Diaz
Michelle Diaz February 19, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
Michael Clark
Michael Clark July 04, 2024
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Matthew Garcia
Matthew Garcia February 02, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Kevin Walker
Kevin Walker December 12, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Mark  Davis
Mark Davis January 04, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Emily Rodriguez
Emily Rodriguez January 21, 2024
I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
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