Handbook of Financial Econometrics Applications

Written By Yacine Aït-Sahalia
Handbook of Financial Econometrics  Applications
  • Publsiher : Elsevier Science
  • Release : 01 September 2009
  • ISBN : 9780444535481
  • Pages : 356 pages
  • Rating : /5 from reviews
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Download or read book entitled Handbook of Financial Econometrics Applications by author: Yacine Aït-Sahalia which was release on 01 September 2009 and published by Elsevier Science with total page 356 pages . This book available in PDF, EPUB and Kindle Format. Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers 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. This set is the collection of Volumes 1 & 2. Its contributors include Nobel Laureate Robert Engle and leading econometricians. It offers a clarity of method and explanation unavailable in other financial econometrics collections.

Handbook of Financial Econometrics Applications

Handbook of Financial Econometrics  Applications
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier Science
  • Release Date : 2009-09
  • Total pages : 356
  • ISBN : 9780444535481
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Summary : Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-19
  • Total pages : 808
  • ISBN : 9780444535481
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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 scholars Yacine ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Unknown
  • Release Date : 2009
  • Total pages : 808
  • ISBN : 9780444535481
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 scholars Yacine A̐...

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,Alice C. Lee
  • Publisher : World Scientific Publishing Company
  • Release Date : 2020
  • Total pages : 4600
  • ISBN : 9780444535481
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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

Handbook of Financial Econometrics
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Unknown
  • Release Date : 2010
  • Total pages : 356
  • ISBN : 9780444535481
GET BOOK

Summary : Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they ...

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 : 9780444535481
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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 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 : 9780444535481
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 Mathematics Statistics and Machine Learning

Handbook of Financial Econometrics  Mathematics  Statistics  and Machine Learning
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2021
  • Total pages : 1180
  • ISBN : 9780444535481
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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 Mathematics Statistics and Machine Learning

Handbook of Financial Econometrics  Mathematics  Statistics  and Machine Learning
  • Author : Cheng F. Lee,John C. Lee
  • Publisher : Unknown
  • Release Date : 2020
  • Total pages : 4881
  • ISBN : 9780444535481
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 ...

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 : 9780444535481
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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 ...

Financial Microeconometrics

Financial Microeconometrics
  • Author : Marek Gruszczyński
  • Publisher : Springer Nature
  • Release Date : 2019-11-23
  • Total pages : 215
  • ISBN : 9780444535481
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Summary : This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research ...

Handbook of Fixed Income Securities

Handbook of Fixed Income Securities
  • Author : Pietro Veronesi
  • Publisher : John Wiley & Sons
  • Release Date : 2016-04-04
  • Total pages : 632
  • ISBN : 9780444535481
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Summary : A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in ...

Linear Models and Time Series Analysis

Linear Models and Time Series Analysis
  • Author : Marc S. Paolella
  • Publisher : Wiley
  • Release Date : 2018-11-28
  • Total pages : 896
  • ISBN : 9780444535481
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Summary : A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models ...

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 : 9780444535481
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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 ...

Applied Quantitative Methods in Finance

Applied Quantitative Methods in Finance
  • Author : Kaveh Sheibani
  • Publisher : ORLAB Analytics
  • Release Date : 2014-12-31
  • Total pages : 76
  • ISBN : 9780444535481
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Summary : Quantitative methods in finance form a wide research field which addresses many different problems and practical applications. The papers of this special issue, however, all contribute to one of the core application areas in finance: investment decisions. In doing so, they apply a variety of methodological approaches and address different ...