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Handbook of financial econometrics t...

A�it-Sahalia, Yacine.

Handbook of financial econometrics tools and techniques.Volume 2,Applications

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Handbook of financial econometrics tools and techniques.edited by Yacine A�it-Sahalia, Lars Peter Hansen.
其他題名:	Applications
其他作者:	A�it-Sahalia, Yacine.
出版者:	Amsterdam ;North-Holland/Elsevier,c2010.
面頁冊數:	1 online resource (1 v.) :ill.
標題:	FinanceEconometric models.
電子資源:	http://www.sciencedirect.com/science/book/9780444535481
ISBN:	9780444535481

Handbook of financial econometrics tools and techniques.Volume 2,Applications
Handbook of financial econometrics tools and techniques.Volume 2,Applications[electronic resource] /Applicationsedited by Yacine A�it-Sahalia, Lars Peter Hansen. - Amsterdam ;North-Holland/Elsevier,c2010. - 1 online resource (1 v.) :ill. - Handbooks in finance. - Handbooks in finance..

Includes bibliographical references and index.

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.

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.

ISBN: 9780444535481

Source: 1094559:10890631Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

187320
Finance
--Econometric models.Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG106 / .H365 2010

Dewey Class. No.: 332.01/5195

Handbook of financial econometrics tools and techniques.Volume 2,Applications
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300 $a 1 online resource (1 v.) : $b ill.
490 1 $a Handbooks in finance
504 $a Includes bibliographical references and index.
505 0 $a 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.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Finance $x Econometric models. $3 187320
650 0 $a Econometrics. $3 182271
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650 7 $a Sch�atztheorie. $2 stw $3 537120
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830 0 $a Handbooks in finance. $3 311132
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Handbook of financial econometrics tools and techniques.Volume 1,Tools and techniques / A�it-Sahalia, Yacine. / North-Holland/Elsevier, / 2010	其他

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