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About this product
Product Information
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.Product Identifiers
PublisherElsevier Science & Technology
ISBN-139780444535481
eBay Product ID (ePID)94446102
Product Key Features
Number of Pages384 Pages
Publication NameHandbook of Financial Econometrics: Applications: Volume 2
LanguageEnglish
SubjectEconomics
Publication Year2009
TypeTextbook
AuthorYacine Ait-Sahalia, Lars Peter Hansen
FormatHardcover
Dimensions
Item Height235 mm
Item Weight850 g
Item Width191 mm
Additional Product Features
EditorLars Peter Hansen, Yacine Ait-Sahalia
Country/Region of ManufactureUnited Kingdom
Series TitleHandbooks in Finance
