Handbook of Financial Econometrics, Volume 1: Tools and Techniques - Brossura

Brossura

ISBN 10: 0444562451 ISBN 13: 9780444562456

Casa editrice: North Holland, 2009

Riassunto

This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume.

Dettagli dell?edizione

• Editore: North Holland
• Data di pubblicazione: 2009
• ISBN 10: 0444562451
• ISBN 13: 9780444562456
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 808
• Redattore: Ait-Sahalia Yacine