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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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
North-Holland/Elsevier,
©2010.
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| Series: | Handbooks in finance.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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. |
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| Physical Description: | 1 online resource (1 volume) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780444535481 0444535489 |