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Item Details
| Title:
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HANDBOOK OF FINANCIAL ECONOMETRICS
TOOLS AND TECHNIQUES |
| Volume: |
Volume 1 |
| By: |
Yacine Ait-Sahalia (Editor), Lars Peter Hansen (Editor) |
| Format: |
Hardback |
| List price:
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£118.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
044450897X |
| ISBN 13: |
9780444508973 |
| Publisher: |
ELSEVIER SCIENCE & TECHNOLOGY |
| Pub. date: |
15 September, 2009 |
| Series: |
Handbooks in Finance |
| Pages: |
808 |
| Description: |
Covers advances in financial econometrics. This book features topics ranging 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. |
| Synopsis: |
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 Ait-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. |
| Publication: |
US |
| Imprint: |
North-Holland |
| Returns: |
Returnable |
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