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

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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.
Finances > Modèles économétriques.
Économétrie.
Econometrics
Finance > Econometric models
Optionspreistheorie.
Modell-Spezifikation.
Stochastischer Prozess.
Schätztheorie.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson
  • 2. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang
  • 3. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland
  • 4. Inference for Stochastic Processes / Jean Jacod
  • 5. Stock market Trading Volume / Andrew W. Lo, Jiang Wang.