Handbook of financial econometrics / edited by Yacine Aït-Sahalia, Lars Peter Hansen.

"Applied financial econometrics subjects are featured in this 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 yiel...

Full description

Saved in:
Bibliographic Details
Other Authors: Aït-Sahalia, Yacine, Hansen, Lars Peter
Format: Book
Language:English
Published: Amsterdam ; Boston : North-Holland/Elsevier, ©2010.
Series:Handbooks in finance.
Subjects:
Table of Contents:
  • v. 1. Tools and techniques
  • v. 2. Applications.