Handbook of financial econometrics tools and techniques, Volume 2, Applications:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
North-Holland/Elsevier
c2010
|
| Schriftenreihe: | Handbooks in finance
|
| Schlagworte: | |
| Online-Zugang: | FLA01 Volltext |
| Beschreibung: | 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 should propel financial econometric research for years. Presents a broad survey of current research Contributors are 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 (OXXVII, 356 S.) graph. Darst. |
| ISBN: | 9780444535481 0444535489 |
Internformat
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:17:43Z |
| institution | BVB |
| isbn | 9780444535481 0444535489 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027737722 |
| oclc_num | 668210519 |
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| owner_facet | DE-1046 DE-860 |
| physical | 1 v., 1 Online-Ressource (OXXVII, 356 S.) graph. Darst. |
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| series2 | Handbooks in finance |
| spelling | Handbook of financial econometrics tools and techniques, Volume 2, Applications edited by Yacine Aït-Sahalia, Lars Peter Hansen Applications Amsterdam North-Holland/Elsevier c2010 1 v., 1 Online-Ressource (OXXVII, 356 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Handbooks in finance 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 should propel financial econometric research for years. Presents a broad survey of current research Contributors are 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/9780444535481 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Handbook of financial econometrics tools and techniques, Volume 2, Applications 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 2, Applications |
| title_alt | Applications |
| title_auth | Handbook of financial econometrics tools and techniques, Volume 2, Applications |
| title_exact_search | Handbook of financial econometrics tools and techniques, Volume 2, Applications |
| title_full | Handbook of financial econometrics tools and techniques, Volume 2, Applications edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_fullStr | Handbook of financial econometrics tools and techniques, Volume 2, Applications edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_full_unstemmed | Handbook of financial econometrics tools and techniques, Volume 2, Applications edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_short | Handbook of financial econometrics tools and techniques, Volume 2, Applications |
| title_sort | handbook of financial econometrics tools and techniques volume 2 applications |
| 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/9780444535481 |
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