Handbook of financial econometrics tools and techniques. Volume 2, Applications /

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 yie...

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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