Handbook of Financial Econometrics - Applications

Features applied financial econometrics subjects with papers that survey important research. This title presents a broad survey of the research.

List of contents

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

Report

"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

Product details

• Authors: Yacine Hansen Ait-Sahalia
• Assisted by: Yacine Ait-Sahalia (Editor), Lars Hansen (Editor), Lars P. Hansen (Editor), Lars Peter Hansen (Editor)
• Publisher: ELSEVIER SCIENCE BV
• Languages: English
• Product format: Hardback
• Released: 25.09.2009
• EAN: 9780444535481
• ISBN: 978-0-444-53548-1
• No. of pages: 384
• Series: Handbook of Financial Econometrics; Handbooks in Finance; Handbook of Financial Econometrics
• Subject: Social sciences, law, business > Business > Economics