Handbook of Financial Econometrics

Tools and Techniques

Business & Finance, Personal Finance, Money Management, Finance & Investing, Finance
Cover of the book Handbook of Financial Econometrics by , Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: ISBN: 9780080929842
Publisher: Elsevier Science Publication: October 19, 2009
Imprint: North Holland Language: English
Author:
ISBN: 9780080929842
Publisher: Elsevier Science
Publication: October 19, 2009
Imprint: North Holland
Language: English

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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Elsevier Science

Cover of the book The Effect of Sterilization Methods on Plastics and Elastomers by
Cover of the book Plastics in Medical Devices by
Cover of the book The Psychology of Learning and Motivation by
Cover of the book High Resolution NMR Spectroscopy: Understanding Molecules and their Electronic Structures by
Cover of the book Ion Exchange Membranes by
Cover of the book Annual Reports in Medicinal Chemistry by
Cover of the book Control in Power Electronics by
Cover of the book Mission-Critical and Safety-Critical Systems Handbook by
Cover of the book Assessing the Impact of Foreign Aid by
Cover of the book Hydraulic Rubber Dam by
Cover of the book Skin and Arthropod Vectors by
Cover of the book The Global Textile and Clothing Industry by
Cover of the book New Roles for Research Librarians by
Cover of the book Tropical Radioecology by
Cover of the book Automotive Steels by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy