Handbook of financial econometrics. 2, Applications / Edited by Yacine Ait-Sahalia ; Lars Hansen

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Handbook of financial econometrics. 2, Applications / Edited by Yacine Ait-Sahalia ; Lars Hansen

Book

Ait Sahalia, Yacine. Science publisher | Hansen, Lars. Science publisher

Published by Elsevier Science - 2009

Library: Paris Champerret

Source : Syracuse

Item type: Book
Language: English

Publication year: 2009

ISBN: 978-0-444-53548-1

Subjects: ECONOMETRICS

Applied financial econometrics subjects are featured in this book, 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.

Handbook of financial econometrics. 2, Applications / Edited by Yacine Ait-Sahalia ; Lars Hansen

Source : Syracuse

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