Handbook of Financial Econometrics, Vol 2 Applications
| Author/creator | Ait-Sahalia, Yacine Editor |
| Other author | Hansen, Lars Editor |
| Format | Electronic |
| Publication Info | Elsevier Science [Imprint] San Diego : Elsevier Science & Technology Books |
| Description | 384 p. ill 09.250 x 07.500 in. |
| Supplemental Content | Full text available from eBook - Finance 2010 |
| Subjects |
| Series | Handbooks in Finance Ser. |
| Summary | Annotation <p>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.</p><br /><br /><ul><li style="list-style: none"><br /></li><li>Presents a broad survey of current research</li><li style="list-style: none"><br /></li><li>Contributors are leading econometricians</li><li style="list-style: none"><br /></li><li>Offers a clarity of method and explanation unavailable in other financial econometrics collections</li></ul> |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9780444535481 |
| ISBN | 0444535489 (Trade Cloth) Active Record |
| Standard identifier# | 9780444535481 |
| Stock number | 00991439 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |