Handbook of financial econometrics tools and techniques. Volume 1, Tools and techniques /

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 f...

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Bibliographic Details

Corporate Author:	ScienceDirect (Online service)
Other Authors:	Aït-Sahalia, Yacine, Hansen, Lars Peter
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : North-Holland/Elsevier, [2010]
Series:	Handbooks in finance.
Subjects:	Finance > Econometric models. Econometrics. Optionspreistheorie. Modell-Spezifikation. Stochastischer Prozess. Schätztheorie. Electronic books.
Online Access:	Connect to the full text of this electronic book