Key Features
- Presents a broad survey of current research
- Contributors are leading econometricians
- Offers a clarity of method and explanation unavailable in other financial econometrics collections
Volume 2: Handbook of Financial Econometrics, Vol 2, 1st Edition
Applications
Print Book
Editor(s) : Ait-Sahalia & Hansen
Release Date: 08 Sep 2009
Imprint: Elsevier Science
ISBN: 9780444535481
Pages: 384
Dimensions: 235 X 191
Recent Publication
-
Print Book:
USD 210.00 USD 105.00 -
Recent Publication
-
Print Book:
USD 210.00 USD 105.00 -
Handbook of Financial Econometrics, Vol 2, 1st Edition
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 Jacod
5. Stock market Trading Volume- Andrew W. Lo, Jiang Wang
Quotes and reviews
"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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Handbook of Financial Econometrics, Vol 2
