Handbook of Financial Econometrics

Written By Yacine Ait-Sahalia
Handbook of Financial Econometrics
  • Publsiher : Elsevier
  • Release : 21 October 2009
  • ISBN : 9780444535498
  • Pages : 384 pages
  • Rating : /5 from reviews
GET THIS BOOKHandbook of Financial Econometrics


Download or read book entitled Handbook of Financial Econometrics by author: Yacine Ait-Sahalia which was release on 21 October 2009 and published by Elsevier with total page 384 pages . This book available in PDF, EPUB and Kindle Format. 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 research Contributors are leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-21
  • Total pages : 384
  • ISBN : 9780444535498
GET BOOK

Summary : 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 ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Lars Peter Hansen,Yacine Aït-Sahalia
  • Publisher : North-Holland
  • Release Date : 2010
  • Total pages : 780
  • ISBN : 9780444535498
GET BOOK

Summary : 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 ...

Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes

Handbook Of Financial Econometrics  Mathematics  Statistics  And Machine Learning  In 4 Volumes
  • Author : Cheng-few Lee,John C Lee
  • Publisher : World Scientific
  • Release Date : 2020-07-30
  • Total pages : 5056
  • ISBN : 9780444535498
GET BOOK

Summary : This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of ...

Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics
  • Author : Cheng-Few Lee,John C. Lee
  • Publisher : Springer
  • Release Date : 2014-09-28
  • Total pages : 2897
  • ISBN : 9780444535498
GET BOOK

Summary : ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is ...

Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics

Handbook of Research on Emerging Theories  Models  and Applications of Financial Econometrics
  • Author : Burcu Adıgüzel Mercangöz
  • Publisher : Springer Nature
  • Release Date : 2021-03-21
  • Total pages : 456
  • ISBN : 9780444535498
GET BOOK

Summary : This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a ...

Handbook of Econometrics vol 7D

Handbook of Econometrics  vol  7D
  • Author : Steven Durlauf,Lars Peter Hansen,James J. Heckman,Rosa Liliana Matzkin
  • Publisher : Elsevier
  • Release Date : 2019-03-01
  • Total pages : 1032
  • ISBN : 9780444535498
GET BOOK

Summary : Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to places unimaginable a few years ago. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new ...

Handbook of Volatility Models and Their Applications

Handbook of Volatility Models and Their Applications
  • Author : Luc Bauwens,Christian M. Hafner,Sebastien Laurent
  • Publisher : John Wiley & Sons
  • Release Date : 2012-04-17
  • Total pages : 543
  • ISBN : 9780444535498
GET BOOK

Summary : "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate ...

Handbook of Research Methods and Applications in Empirical Finance

Handbook of Research Methods and Applications in Empirical Finance
  • Author : Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
  • Publisher : Edward Elgar Publishing
  • Release Date : 2013-01-01
  • Total pages : 504
  • ISBN : 9780444535498
GET BOOK

Summary : This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. ...

Financial Econometrics

Financial Econometrics
  • Author : Svetlozar T. Rachev,Stefan Mittnik,Frank J. Fabozzi,Sergio M. Focardi,Teo Jašić
  • Publisher : John Wiley & Sons
  • Release Date : 2007-03-22
  • Total pages : 560
  • ISBN : 9780444535498
GET BOOK

Summary : A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on ...

Extreme Events in Finance

Extreme Events in Finance
  • Author : Francois Longin
  • Publisher : John Wiley & Sons
  • Release Date : 2016-10-17
  • Total pages : 640
  • ISBN : 9780444535498
GET BOOK

Summary : A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) ...

Efficiency in Business and Economics

Efficiency in Business and Economics
  • Author : Tadeusz Dudycz,Grażyna Osbert-Pociecha,Bogumiła Brycz
  • Publisher : Springer
  • Release Date : 2017-12-29
  • Total pages : 309
  • ISBN : 9780444535498
GET BOOK

Summary : This volume offers a collection of studies on problem of organization’s efficiency, criteria for evaluating the efficiency, tools and methods for measuring the efficiency. The articles included present an interdisciplinary look at efficiency, its essence and the principles of its measurement. The contributions also identify a broad spectrum of ...

Handbook of Economic Forecasting

Handbook of Economic Forecasting
  • Author : Graham Elliott,Allan Timmermann
  • Publisher : Elsevier
  • Release Date : 2013-08-23
  • Total pages : 672
  • ISBN : 9780444535498
GET BOOK

Summary : The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2...

Handbook of Empirical Economics and Finance

Handbook of Empirical Economics and Finance
  • Author : Aman Ullah,David E. A. Giles
  • Publisher : CRC Press
  • Release Date : 2016-04-19
  • Total pages : 532
  • ISBN : 9780444535498
GET BOOK

Summary : Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of ...

Handbook of Financial Time Series

Handbook of Financial Time Series
  • Author : Torben Gustav Andersen,Richard A. Davis,Jens-Peter Kreiß,Thomas V. Mikosch
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-04-21
  • Total pages : 1050
  • ISBN : 9780444535498
GET BOOK

Summary : The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle....

Market Risk Analysis Practical Financial Econometrics

Market Risk Analysis  Practical Financial Econometrics
  • Author : Carol Alexander
  • Publisher : John Wiley & Sons
  • Release Date : 2008-04-30
  • Total pages : 426
  • ISBN : 9780444535498
GET BOOK

Summary : Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and ...