Handbook of Financial Econometrics
  • Release Date : 21 October 2009
  • Publisher : Elsevier
  • Genre : Business & Economics
  • Pages : 384 pages
  • ISBN 13 : 0444535497
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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

Financial Econometrics

Financial Econometrics

Author : Svetlozar T. Rachev,Stefan Mittnik,Frank J. Fabozzi,Sergio M. Focardi,Teo Jašić
Publisher : John Wiley & Sons
Genre : Business & Economics
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