東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back to Search results for [ null ]

Switch To: Labeled | MARC Mode | ISBD

Handbook of financial econometrics t...

Hansen, Lars Peter.

Linked to FindBook

Google Book

Amazon

博客來

Handbook of financial econometrics tools and techniques.. Volume 2,. Applications

Record Type:	Electronic resources : Monograph/item
Title/Author:	Handbook of financial econometrics tools and techniques./ edited by Yacine A�it-Sahalia, Lars Peter Hansen.{me_controlnum}
remainder title:	Applications
other author:	Hansen, Lars Peter.
Published:	Amsterdam ;North-Holland/Elsevier, : c2010.,
Description:	1 online resource (1 v.) :ill.
[NT 15003449]:	1. MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson -- 2. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang -- 3. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland -- 4. Inference for Stochastic Processes / Jean Jacod -- 5. Stock market Trading Volume / Andrew W. Lo, Jiang Wang.
Subject:	Finance - Econometric models. -
Online resource:	http://www.sciencedirect.com/science/book/9780444535481
ISBN:	9780444535481

Handbook of financial econometrics tools and techniques.. Volume 2,. Applications
Handbook of financial econometrics tools and techniques.Volume 2,Applications[electronic resource] /Applicationsedited by Yacine A�it-Sahalia, Lars Peter Hansen.{me_controlnum} - Amsterdam ;North-Holland/Elsevier,c2010. - 1 online resource (1 v.) :ill. - Handbooks in finance. - Handbooks in finance..

Includes bibliographical references and index.

1. MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson -- 2. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang -- 3. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland -- 4. Inference for Stochastic Processes / Jean Jacod -- 5. Stock market Trading Volume / Andrew W. Lo, Jiang Wang.

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.

ISBN: 9780444535481

Source: 1094559:10890631Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

656853
Finance
--Econometric models.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG106 / .H365 2010

Dewey Class. No.: 332.01/5195

Handbook of financial econometrics tools and techniques.. Volume 2,. Applications
LDR:02360cmm 2200337Ia 4500 001 1151198
003 OCoLC
005 20111122090955.0
006 m d
007 cr cn|||||||||
008 120605s2010 ne a ob 001 0 eng d
020 $a 9780444535481
020 $a 0444535489
029 1 $a NZ1 $b 13642346
035 $a (OCoLC)668210519
035 $a ocn668210519
037 $a 1094559:10890631 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $b eng $c OPELS $d OPELS $d OCLCQ
049 $a TEFA
050 4 $a HG106 $b .H365 2010
082 0 4 $a 332.01/5195 $2 22
245 0 0 $a Handbook of financial econometrics tools and techniques. $n Volume 2, $p Applications $h [electronic resource] / $c edited by Yacine A�it-Sahalia, Lars Peter Hansen.{me_controlnum}
246 3 $a Applications
260 $a Amsterdam ; $a Boston : $b North-Holland/Elsevier, $c c2010.
300 $a 1 online resource (1 v.) : $b ill.
490 1 $a Handbooks in finance
504 $a Includes bibliographical references and index.
505 0 $a 1. MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson -- 2. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang -- 3. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland -- 4. Inference for Stochastic Processes / Jean Jacod -- 5. Stock market Trading Volume / Andrew W. Lo, Jiang Wang.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Finance $x Econometric models. $3 656853
650 0 $a Econometrics. $3 542934
650 7 $a Optionspreistheorie. $2 stw $3 1457445
650 7 $a Modell-Spezifikation. $2 stw $3 1457446
650 7 $a Stochastischer Prozess. $2 stw $3 1457447
650 7 $a Sch�atztheorie. $2 stw $3 1457448
655 4 $a Electronic books. $2 lcsh $3 542853
700 1 $a Hansen, Lars Peter. $3 864312
700 1 $a A�it-Sahalia, Yacine. $3 1457444
776 $6 1151196 $t Handbook of financial econometrics tools and techniques. $g Volume 1,
830 0 $a Handbooks in finance. $3 1068468
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780444535481
994 $a C0 $b TEF