Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance) by Yacine Ait-Sahalia, Lars Hansen

Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance)



Download Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance)




Handbook of Financial Econometrics, Volume 2: Applications (Handbooks in Finance) Yacine Ait-Sahalia, Lars Hansen
Language: English
Page: 384
Format: pdf
ISBN: 0444535489, 9780444535481
Publisher:

Review

"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

From the Back Cover

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 will propel financial econometric research for years to come.

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