Handbook of Financial Econometrics

Written By Yacine Ait-Sahalia
Handbook of Financial Econometrics
  • Publsiher : Elsevier
  • Release : 19 October 2009
  • ISBN : 9780080929842
  • Pages : 808 pages
  • Rating : 4/5 from 21 reviews
GET THIS BOOKHandbook of Financial Econometrics


Read or download book entitled Handbook of Financial Econometrics written by Yacine Ait-Sahalia which was release on 19 October 2009, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 Aït-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. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-19
  • Total pages : 808
  • ISBN : 9780080929842
GET BOOK

Summary : 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 ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-21
  • Total pages : 384
  • ISBN : 9780080929842
GET BOOK

Summary : 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 ...

Handbook of Econometrics

Handbook of Econometrics
  • Author : Anonim
  • Publisher : Elsevier
  • Release Date : 2020-12-01
  • Total pages : 592
  • ISBN : 9780080929842
GET BOOK

Summary : Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ...

Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics

Handbook of Research on Emerging Theories  Models  and Applications of Financial Econometrics
  • Author : Burcu Adıgüzel Mercangöz
  • Publisher : Springer Nature
  • Release Date : 2021-02-17
  • Total pages : 457
  • ISBN : 9780080929842
GET BOOK

Summary : This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a ...

Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes

Handbook Of Financial Econometrics  Mathematics  Statistics  And Machine Learning  In 4 Volumes
  • Author : Cheng-few Lee,John C Lee
  • Publisher : World Scientific
  • Release Date : 2020-07-30
  • Total pages : 5056
  • ISBN : 9780080929842
GET BOOK

Summary : This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of ...

Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics
  • Author : Cheng-Few Lee,John C. Lee
  • Publisher : Springer
  • Release Date : 2014-11-14
  • Total pages : 2897
  • ISBN : 9780080929842
GET BOOK

Summary : ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is ...

Handbook of Heavy Tailed Distributions in Finance

Handbook of Heavy Tailed Distributions in Finance
  • Author : S.T Rachev
  • Publisher : Elsevier
  • Release Date : 2003-03-05
  • Total pages : 704
  • ISBN : 9780080929842
GET BOOK

Summary : The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, ...

Handbook in Monte Carlo Simulation

Handbook in Monte Carlo Simulation
  • Author : Paolo Brandimarte
  • Publisher : John Wiley & Sons
  • Release Date : 2014-06-17
  • Total pages : 688
  • ISBN : 9780080929842
GET BOOK

Summary : An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in ...

Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics
  • Author : Cheng-Few Lee,John C. Lee
  • Publisher : Springer
  • Release Date : 2014-11-14
  • Total pages : 2897
  • ISBN : 9780080929842
GET BOOK

Summary : ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is ...

Handbook of Research Methods and Applications in Empirical Finance

Handbook of Research Methods and Applications in Empirical Finance
  • Author : Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
  • Publisher : Edward Elgar Publishing
  • Release Date : 2013-01-01
  • Total pages : 504
  • ISBN : 9780080929842
GET BOOK

Summary : This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. ...

Efficiency in Business and Economics

Efficiency in Business and Economics
  • Author : Tadeusz Dudycz,Grażyna Osbert-Pociecha,Bogumiła Brycz
  • Publisher : Springer
  • Release Date : 2017-12-29
  • Total pages : 309
  • ISBN : 9780080929842
GET BOOK

Summary : This volume offers a collection of studies on problem of organization’s efficiency, criteria for evaluating the efficiency, tools and methods for measuring the efficiency. The articles included present an interdisciplinary look at efficiency, its essence and the principles of its measurement. The contributions also identify a broad spectrum of ...

Market Risk Analysis Practical Financial Econometrics

Market Risk Analysis  Practical Financial Econometrics
  • Author : Carol Alexander
  • Publisher : John Wiley & Sons
  • Release Date : 2008-04-30
  • Total pages : 426
  • ISBN : 9780080929842
GET BOOK

Summary : Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and ...

Extreme Events in Finance

Extreme Events in Finance
  • Author : Francois Longin
  • Publisher : John Wiley & Sons
  • Release Date : 2016-10-17
  • Total pages : 640
  • ISBN : 9780080929842
GET BOOK

Summary : A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) ...

Handbook of Financial Econometrics Mathematics Statistics and Machine Learning

Handbook of Financial Econometrics  Mathematics  Statistics  and Machine Learning
  • Author : Cheng F. Lee,John C. Lee
  • Publisher : Unknown
  • Release Date : 2020
  • Total pages : 4881
  • ISBN : 9780080929842
GET BOOK

Summary : "This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of ...

Financial Econometrics Mathematics and Statistics

Financial Econometrics  Mathematics and Statistics
  • Author : Cheng-Few Lee,Hong-Yi Chen,John Lee
  • Publisher : Springer
  • Release Date : 2019-06-04
  • Total pages : 655
  • ISBN : 9780080929842
GET BOOK

Summary : This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting that assist with asset pricing, corporate finance, options and futures, and conducting ...