Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
North-Holland/Elsevier
c2010
|
| Schriftenreihe: | Handbooks in finance
|
| Schlagworte: | |
| Online-Zugang: | FLA01 Volltext |
| Beschreibung: | 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 A̐t-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 Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections Includes bibliographical references and index |
| Beschreibung: | 1 v., 1 Online-Ressource (XXVII, 780 S.) graph. Darst. |
| ISBN: | 9780444508973 044450897X |
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| 264 | 1 | |a Amsterdam |b North-Holland/Elsevier |c c2010 | |
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| id | DE-604.BV042300729 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:17:43Z |
| institution | BVB |
| isbn | 9780444508973 044450897X |
| language | English |
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| physical | 1 v., 1 Online-Ressource (XXVII, 780 S.) graph. Darst. |
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| spelling | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques edited by Yacine Aït-Sahalia, Lars Peter Hansen Tools and techniques Amsterdam North-Holland/Elsevier c2010 1 v., 1 Online-Ressource (XXVII, 780 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Handbooks in finance 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 A̐t-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 Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections Includes bibliographical references and index Optionspreistheorie stw Modell-Spezifikation stw Stochastischer Prozess stw Schätztheorie stw Econometrics fast Finance / Econometric models fast Ökonometrisches Modell Finance Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s DE-604 Aït-Sahalia, Yacine Sonstige (DE-588)128764465 oth Hansen, Lars Peter 1952- Sonstige (DE-588)130587087 oth http://www.sciencedirect.com/science/book/9780444508973 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques Optionspreistheorie stw Modell-Spezifikation stw Stochastischer Prozess stw Schätztheorie stw Econometrics fast Finance / Econometric models fast Ökonometrisches Modell Finance Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 |
| title | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques |
| title_alt | Tools and techniques |
| title_auth | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques |
| title_exact_search | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques |
| title_full | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_fullStr | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_full_unstemmed | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_short | Handbook of financial econometrics tools and techniques, Volume 1, Tools and techniques |
| title_sort | handbook of financial econometrics tools and techniques volume 1 tools and techniques |
| topic | Optionspreistheorie stw Modell-Spezifikation stw Stochastischer Prozess stw Schätztheorie stw Econometrics fast Finance / Econometric models fast Ökonometrisches Modell Finance Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Optionspreistheorie Modell-Spezifikation Stochastischer Prozess Schätztheorie Econometrics Finance / Econometric models Ökonometrisches Modell Finance Econometric models Ökonometrie |
| url | http://www.sciencedirect.com/science/book/9780444508973 |
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