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
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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
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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 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
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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 Set

Handbook of Financial Econometrics Set
  • Author : Yacine Ait-sahalia,Lars Hansen
  • Publisher : North Holland
  • Release Date : 2009-09-21
  • Total pages : 1000
  • ISBN : 9780080929842
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Summary : Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they ...

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
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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 ...

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
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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 Applications

Handbook of Financial Econometrics  Applications
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier Science
  • Release Date : 2009-09
  • Total pages : 356
  • ISBN : 9780080929842
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Summary : Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they ...

Financial Microeconometrics

Financial Microeconometrics
  • Author : Marek Gruszczyński
  • Publisher : Springer Nature
  • Release Date : 2019-11-23
  • Total pages : 215
  • ISBN : 9780080929842
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Summary : This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research ...

Handbook of Fixed Income Securities

Handbook of Fixed Income Securities
  • Author : Pietro Veronesi
  • Publisher : John Wiley & Sons
  • Release Date : 2016-04-04
  • Total pages : 632
  • ISBN : 9780080929842
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Summary : A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in ...

Linear Models and Time Series Analysis

Linear Models and Time Series Analysis
  • Author : Marc S. Paolella
  • Publisher : Wiley
  • Release Date : 2018-11-28
  • Total pages : 896
  • ISBN : 9780080929842
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Summary : A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models ...

Financial Statistics and Data Analytics

Financial Statistics and Data Analytics
  • Author : Shuangzhe Li,Milind Sathye
  • Publisher : MDPI
  • Release Date : 2021-03-02
  • Total pages : 232
  • ISBN : 9780080929842
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Summary : Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book ...

Contemporary Topics in Finance

Contemporary Topics in Finance
  • Author : Iris Claus,Leo Krippner
  • Publisher : John Wiley & Sons
  • Release Date : 2019-03-07
  • Total pages : 400
  • ISBN : 9780080929842
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Summary : The literature surveys presented in this edited volume provide readers with up-to-date reviews on eleven contemporary topics in finance. Topics include unconventional monetary policy, implicit bank guarantees, and financial fraud - all linked to the exceptional event of the Global Financial Crisis Explores how recent studies on inflation risk premia ...

New Methods in Fixed Income Modeling

New Methods in Fixed Income Modeling
  • Author : Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietro
  • Publisher : Springer
  • Release Date : 2018-08-18
  • Total pages : 297
  • ISBN : 9780080929842
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Summary : This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has ...

Applied Quantitative Methods in Finance

Applied Quantitative Methods in Finance
  • Author : Kaveh Sheibani
  • Publisher : ORLAB Analytics
  • Release Date : 2014-12-31
  • Total pages : 76
  • ISBN : 9780080929842
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Summary : Quantitative methods in finance form a wide research field which addresses many different problems and practical applications. The papers of this special issue, however, all contribute to one of the core application areas in finance: investment decisions. In doing so, they apply a variety of methodological approaches and address different ...

Econophysics and Financial Economics

Econophysics and Financial Economics
  • Author : Franck Jovanovic,Christophe Schinckus
  • Publisher : Oxford University Press
  • Release Date : 2016-12-29
  • Total pages : 248
  • ISBN : 9780080929842
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Summary : What is econophysics? What makes an econophysicist? Why are financial economists reluctant to use results from econophysics? Can we overcome disputes concerning hypotheses used in financial economics and that make no sense for econophysicists? How can we create a profitable dialogue betweenfinancial economists and econophysicists? How do we develop a ...

Handbook of Finance Financial Markets and Instruments

Handbook of Finance  Financial Markets and Instruments
  • Author : Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2008-11-03
  • Total pages : 1008
  • ISBN : 9780080929842
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Summary : Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency ...