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Handbook of financial econometrics t...

A�it-Sahalia, Yacine.

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Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques

Record Type:	Electronic resources : Monograph/item
Title/Author:	Handbook of financial econometrics tools and techniques./ edited by Yacine A�it-Sahalia, Lars Peter Hansen.{me_controlnum}
remainder title:	Tools and techniques
other author:	A�it-Sahalia, Yacine.
Published:	Amsterdam ;North-Holland/Elsevier, : c2010.,
Description:	1 online resource (1 v.) :ill.
Subject:	Finance - Econometric models. -
Online resource:	http://www.sciencedirect.com/science/book/9780444508973
ISBN:	9780444508973

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

Includes bibliographical references and index.

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 �At-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. Presents a broad survey of current research-from local characterizations of the Markov process dynamics to financial market trading activity. Contributors include Nobel Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections.

ISBN: 9780444508973

Source: 135015:135150Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

656853
Finance
--Econometric models.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG106 / .H365 2010

Dewey Class. No.: 332.01/5195

Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques
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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.
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650 0 $a Econometrics. $3 542934
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700 1 $a Hansen, Lars Peter. $3 864312
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830 0 $a Handbooks in finance. $3 1068468
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