Handbook of Financial Econometrics, Vol 1,1
Tools and Techniques
Ait-Sahalia, Yacine
ISBN: 9780444508973
Vydavateľstvo: Elsevier
Rok vydania: 2009
Väzba: Hardback
Kategória: Reference
Počet strán: 808
Dostupnosť: Na sklade
Pôvodná cena: 156,48 €
Výstavná cena:
117,36 €(t.j. po zľave 25%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 105 GBP
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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 A?t-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.