Handbook of Financial Econometrics, Volume 1: Tools and...

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Handbook of Financial Econometrics,...

Handbook of Financial Econometrics, Volume 1: Tools and Techniques (Handbooks in Finance)

Name: Handbook of Financial Econometrics, Volume 1: Tools and Techniques (Handbooks in Finance)
ISBN: 9780444508973

Yacine Ait-Sahalia, Lars Hansen

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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 Aït-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.

Категории:

Business & Economics - Mathematical Economics

Год:

2009

Издательство:

North Holland

Язык:

english

Страницы:

809

ISBN 10:

044450897X