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
Or split into 4x interest-free payments of 25% on orders over R50
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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
Imprint | Elsevier Science Ltd |
Country of origin | United Kingdom |
Series | Handbooks in Finance |
Release date | October 2009 |
Availability | Expected to ship within 12 - 17 working days |
First published | September 2009 |
Editors | Yacine Ait-Sahalia, Lars Peter Hansen |
Dimensions | 235 x 191 x 59mm (L x W x T) |
Format | Hardcover |
Pages | 384 |
Edition | 2nd edition |
ISBN-13 | 978-0-444-53548-1 |
Barcode | 9780444535481 |
Categories | |
LSN | 0-444-53548-9 |