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Handbook of financial econometrics t...

A�it-Sahalia, Yacine.

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Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Handbook of financial econometrics tools and techniques./ edited by Yacine A�it-Sahalia, Lars Peter Hansen.{me_controlnum}
其他題名:	Tools and techniques
其他作者:	A�it-Sahalia, Yacine.
出版者:	Amsterdam ;North-Holland/Elsevier, : c2010.,
面頁冊數:	1 online resource (1 v.) :ill.
標題:	Finance - Econometric models. -
電子資源:	http://www.sciencedirect.com/science/book/9780444508973
ISBN:	9780444508973

Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques
Handbook of financial econometrics tools and techniques.Volume 1,Tools and techniques[electronic resource] /Tools and techniquesedited 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.

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 �At-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 Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections.

ISBN: 9780444508973

Source: 135015:135150Elsevier 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

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