Handbook of Financial Econometrics Set (Handbooks in Finance) .


Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers 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.
Set is the collection of Volumes 1 & 2
Contributors include Nobel Laureate Robert Engle and leading econometricians
Offers a clarity of method and explanation unavailable in other financial econometrics collections

Authors: Yacine Ait-Sahalia

Date: 2009-10-05

Upload Date: 4/18/2020 1:35:12 PM

Format: djvu

Pages: 1000

OCR:

Quality:

Language: English

ISBN / ASIN: 0444535543

ISBN13: 9780444535542

[ad_1]
[ARSocial_Lite_Locker id=1]
Please click here——->Free down
[/ARSocial_Lite_Locker]

[ad_2]

This website is authorized using the BY-NC-SA 4.0Authorization by agreement.