000			01520 a2200241 4500
005			20190325171820.0
008			190320b xxu||||| |||| 00| 0 eng d
020			_a9780444535481
040			_cIIT Kanpur
041			_aeng
082			_a332.015195 _bH191
245			_aHandbook of financial econometrics [v.2] _bapplications _cedited by Yacine Ait-Sahalia and Lars Peter Hansen
260			_bElsevier _c2010 _aAmsterdam
300			_axxvii, 356p
440			_aHandbooks in finance
490			_a / edited by William T. Ziemba
520			_aApplied 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
650			_aHandbooks in finance
650			_aFinance -- Econometric models
700			_aAit-Sahalia, Yacine [ed.]
700			_aHansen, Lars Peter [ed.]
942			_cBK
999			_c560143 _d560143