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Alexander C. Market Risc Analysis: Practical Financial Econometrics. CD-ROM. Volume 2

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Alexander C. Market Risc Analysis: Practical Financial Econometrics. CD-ROM. Volume 2
John Wiley & Sons, 2008. The accompanying CD-ROM.
Worked-out exercises from the book on Excel spreadsheets.
Factor Models.
Principal Component Analysis.
Classical Models of Volatility and Correlation.
Introduction to GARCH Models.
Time Series Models and Cointegration.
Introduction to Copulas.
Advanced Econometric Models.
Forecasting and Model Evaluation.
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