Handbook of Financial Econometrics

  • Publsiher : Elsevier
  • Release : 19 October 2009
  • ISBN : 0080929842
  • Page : 808 pages
  • Rating : 4/5 from 21 voters

Download or read online book entitled Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 19 October 2009 with total page 808 pages. Available in PDF, EPUB and Kindle. Get best books that you want by click Get Book Button and Read as many books as you like. Book Excerpt : 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 Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and 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
Relase: 2009-10-19
ISBN: 0080929842
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