Handbook of Financial Econometrics, Vol 2
Applications
Edited by- Yacine Ait-Sahalia, Department of Economics, Princeton University
- Lars Hansen, University of Chicago
Included in series
Handbooks in Finance
Handbooks in Finance
Hardbound, 384 Pages
Published: September 2009
Imprint: Elsevier
ISBN: 978-0-444-53548-1
Reviews
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"With contributions from many (if not most) of the world's leading scholars in financial econometrics, these volumes summarize the key advances in this field over the past two decades." --Darrell Duffie, Stanford University
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 Jacod5. Stock market Trading Volume- Andrew W. Lo, Jiang Wang
