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Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance) PDF

385 Pages·2009·2.633 MB·English
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by Yacine Ait-Sahalia, Lars Hansen| 2009| 385 pages| 2.633| English

About Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance)

Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years. Presents a broad survey of current researchContributors are leading econometriciansOffers a clarity of method and explanation unavailable in other financial econometrics collections

Detailed Information

Author:Yacine Ait-Sahalia, Lars Hansen
Publication Year:2009
ISBN:9780444535481
Pages:385
Language:English
File Size:2.633
Format:PDF
Price:FREE
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