Handbook of financial econometrics [v.2] : applications
Contributor(s): Ait-Sahalia, Yacine [ed.] | Hansen, Lars Peter [ed.].
Series: Handbooks in finance. / edited by William T. Ziemba.Publisher: Amsterdam Elsevier 2010Description: xxvii, 356p.ISBN: 9780444535481.Subject(s): Handbooks in finance | Finance -- Econometric modelsDDC classification: 332.015195 | H191 Summary: 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. Presents a broad survey of current research Contributors are leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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PK Kelkar Library, IIT Kanpur | General Stacks | 332.015195 H191 v.2 (Browse shelf) | Available | A184343 |
Browsing PK Kelkar Library, IIT Kanpur Shelves , Collection code: General Stacks Close shelf browser
| 332.015195 F851s Statistics of financial markets | 332.015195 F851s2 Statistics of financial markets | 332.015195 H191 Handbook of financial econometrics (Vol.1) | 332.015195 H191 v.2 Handbook of financial econometrics [v.2] | 332.015195 H192R HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE | 332.015195 H298e Econometrics of financial high-frequency data | 332.015195 L658f Financial econometrics |
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.
Presents a broad survey of current research
Contributors are leading econometricians
Offers a clarity of method and explanation unavailable in other financial econometrics collections
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