| Handbook of Financial Econometrics: Applications Volume 2 Contributor(s): Ait-Sahalia, Yacine (Editor), Hansen, Lars Peter (Editor) |
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ISBN: 0444535489 ISBN-13: 9780444535481 Publisher: Elsevier Science OUR PRICE: $98.10 Product Type: Hardcover - Other Formats Published: September 2009 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Economics - General - Business & Economics | Finance - General |
| Dewey: 332.015 |
| LCCN: 2009027187 |
| Series: Handbooks in Finance |
| Physical Information: 0.9" H x 7.6" W x 9.3" (2.05 lbs) 384 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |