Handbook of Financial Econometrics: Volume 1: Tools and Techniques - Handbooks in Finance (Hardback)
  • Handbook of Financial Econometrics: Volume 1: Tools and Techniques - Handbooks in Finance (Hardback)
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Handbook of Financial Econometrics: Volume 1: Tools and Techniques - Handbooks in Finance (Hardback)

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£118.00
Hardback 808 Pages / Published: 19/10/2009
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This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Ait-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume.

Publisher: Elsevier Science & Technology
ISBN: 9780444508973
Number of pages: 808
Weight: 1650 g
Dimensions: 235 x 191 x 36 mm


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"With contributions from many (if not most) of the world's leading scholars in financial econometrics, this volume summarizes the key advances in this field over the past two decades. " --Darrell Duffie, Stanford University

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