Handbook of financial econometrics tools and techniques.

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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Bibliographic Details
Online Access: Full Text (via ScienceDirect)
Other Authors: Aït-Sahalia, Yacine, Hansen, Lars Peter
Other title:Applications
Format: Electronic eBook
Language:English
Published: Amsterdam ; Boston : North-Holland/Elsevier, ©2010.
Series:Handbooks in finance.
Subjects:
Finance > Econometric models.
Econometrics.
Table of Contents:
  • 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.

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