Handbook of Financial Econometrics: Volume 2: Applications - Handbooks in Finance (Hardback)
  • Handbook of Financial Econometrics: Volume 2: Applications - Handbooks in Finance (Hardback)
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Handbook of Financial Econometrics: Volume 2: Applications - Handbooks in Finance (Hardback)

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£75.00
Hardback 384 Pages / Published: 21/10/2009
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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.

Publisher: Elsevier Science & Technology
ISBN: 9780444535481
Number of pages: 384
Weight: 850 g
Dimensions: 235 x 191 x 23 mm
Edition: 2nd edition


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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

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