Handbook of Financial Econometrics Vol 1

QRcode

Author(s): Ait-Sahalia, Yacine

Hansen, Lars

Publisher: Elsevier Science

Pub. Date: 2009

pages: 808

Language: English

ISBN: 978-0-444-50897-3

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 tradeo
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 A t-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.

See all description...

Score ?

0

Public Folders

0

see more...

Private Folders

0

see more...

Courses

0

see more...

Comments

0

see more...