Handbook of Financial Econometrics

Handbook of Financial Econometrics
Author :
Publisher : Elsevier
Total Pages : 809
Release :
ISBN-10 : 9780080929842
ISBN-13 : 0080929842
Rating : 4/5 (42 Downloads)

Book Synopsis Handbook of Financial Econometrics by : Yacine Ait-Sahalia

Download or read book Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 2009-10-19 with total page 809 pages. Available in PDF, EPUB and Kindle. 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 Related Books

Handbook of Econometrics
Language: en
Pages: 1013
Authors: James Joseph Heckman
Categories: Econometrics
Type: BOOK - Published: 2007 - Publisher: Elsevier

DOWNLOAD EBOOK

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems
Handbook of Financial Econometrics
Language: en
Pages: 809
Authors: Yacine Ait-Sahalia
Categories: Business & Economics
Type: BOOK - Published: 2009-10-19 - Publisher: Elsevier

DOWNLOAD EBOOK

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
Palgrave Handbook of Econometrics
Language: en
Pages: 1432
Authors: Terence C. Mills
Categories: Business & Economics
Type: BOOK - Published: 2009-06-25 - Publisher: Palgrave Handbook of Econometr

DOWNLOAD EBOOK

Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics.
The Oxford Handbook of Bayesian Econometrics
Language: en
Pages: 576
Authors: John Geweke
Categories: Business & Economics
Type: BOOK - Published: 2011-09-29 - Publisher: Oxford University Press

DOWNLOAD EBOOK

Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly ma
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Language: en
Pages: 465
Authors: Burcu Adıgüzel Mercangöz
Categories: Business & Economics
Type: BOOK - Published: 2021-02-17 - Publisher: Springer Nature

DOWNLOAD EBOOK

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio