Handbook of financial econometrics tools and techniques. Volume 2, Applications [electronic resource] / edited by Yacine Aït-Sahalia, Lars Peter Hansen.
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 yie...
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| Online Access: |
Full Text (via ScienceDirect) |
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| Other Authors: | , |
| Other title: | Applications |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
North-Holland/Elsevier,
©2010.
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| Series: | Handbooks in finance.
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| Subjects: |
MARC
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| 245 | 0 | 0 | |a Handbook of financial econometrics tools and techniques. |n Volume 2, |p Applications |h [electronic resource] / |c edited by Yacine Aït-Sahalia, Lars Peter Hansen. |
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| 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. | ||
| 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. | |
| 504 | |a Includes bibliographical references and index. | ||
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| 700 | 1 | |a Hansen, Lars Peter. |0 http://id.loc.gov/authorities/names/n88626345 |1 http://isni.org/isni/0000000110252517 | |
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