Handbook of financial econometrics. 1, Tools and techniques / Edited by Yacine Aït-Sahalia ; Lars Peter Hansen

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Handbook of financial econometrics. 1, Tools and techniques / Edited by Yacine Aït-Sahalia ; Lars Peter Hansen

Book

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

Published by Elsevier - 2010

Library: Paris Champerret

Source : Syracuse

Item type: Book
Language: English

Publication year: 2010

ISBN: 978-0-444-50897-3

Note

Figures, tables

This book presents the 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 the authors benchmark the current state of knowledge while contributors build a framework for its growth.

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