Handbook of Financial Econometrics: Applications (BOK)

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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. This title presents a broad survey of current research. Its contributors are leading econometricians. It offers a clarity of method and explanation unavailable in other financial econometrics collections.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2009 Forlag
Elsevier Science & Technology
ISBN 9780444535481 Antall sider 384
Dimensjoner 19,1cm x 23,5cm x 2,3cm Vekt 930 gram
Andre medvirkende Lars Hansen, Yacine Ait-Sahalia
Emner og form Econometrics