Handbook of Financial Econometrics (Enhanced Edition) Handbook of Financial Econometrics (Enhanced Edition)

Handbook of Financial Econometrics (Enhanced Edition‪)‬

Tools and Techniques

    • $189.99
    • $189.99

Publisher Description

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

GENRE
Business & Personal Finance
RELEASED
2009
October 19
LANGUAGE
EN
English
LENGTH
808
Pages
PUBLISHER
Elsevier Science
SELLER
Elsevier Ltd.
SIZE
14.1
MB

More Books Like This

Handbook of Computational Finance Handbook of Computational Finance
2011
Financial Mathematics, Volatility and Covariance Modelling Financial Mathematics, Volatility and Covariance Modelling
2019
Handbook of Financial Time Series Handbook of Financial Time Series
2009
Future Perspectives in Risk Models and Finance Future Perspectives in Risk Models and Finance
2014
Financial Econometrics, Mathematics and Statistics Financial Econometrics, Mathematics and Statistics
2019
Statistical Tools for Finance and Insurance Statistical Tools for Finance and Insurance
2011

More Books by Yacine Ait-Sahalia & Lars Peter Hansen

High-Frequency Financial Econometrics High-Frequency Financial Econometrics
2014
Handbook of Financial Econometrics (Enhanced Edition) Handbook of Financial Econometrics (Enhanced Edition)
2009