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Handbook of Financial Econometrics

Applications

  • 1st Edition, Volume 2 - September 8, 2009
  • Editors: Yacine Ait-Sahalia, Lars Peter Hansen
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 4 4 4 - 5 3 5 4 8 - 1
  • eBook ISBN:
    9 7 8 - 0 - 4 4 4 - 5 3 5 4 9 - 8

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 li… Read more

Handbook of Financial Econometrics

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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 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.