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Handbook of financial econometrics tools and techniques. Volume 1, Tools and techniques /
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 f...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
North-Holland/Elsevier,
�2010.
|
| Colección: | Handbooks in finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Handbook of financial econometrics tools and techniques. |n Volume 1, |p Tools and techniques / |c edited by Yacine A�it-Sahalia, Lars Peter Hansen. |
| 246 | 3 | |a Tools and techniques | |
| 260 | |a Amsterdam ; |a Boston : |b North-Holland/Elsevier, |c �2010. | ||
| 300 | |a 1 online resource (1 volume) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Handbooks in finance | |
| 520 | |a 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 �At-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. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 6 | |a Finances |0 (CaQQLa)201-0026008 |x Mod�eles �econom�etriques. |0 (CaQQLa)201-0380695 | |
| 650 | 6 | |a �Econom�etrie. |0 (CaQQLa)201-0025541 | |
| 650 | 7 | |a Econometrics |2 fast |0 (OCoLC)fst00901574 | |
| 650 | 7 | |a Finance |x Econometric models |2 fast |0 (OCoLC)fst00924377 | |
| 650 | 7 | |a Optionspreistheorie. |2 stw | |
| 650 | 7 | |a Modell-Spezifikation. |2 stw | |
| 650 | 7 | |a Stochastischer Prozess. |2 stw | |
| 650 | 7 | |a Sch�atztheorie. |2 stw | |
| 700 | 1 | |a A�it-Sahalia, Yacine. | |
| 700 | 1 | |a Hansen, Lars Peter. | |
| 776 | 0 | 8 | |i Print version: |t Handbook of financial econometrics tools and techniques. |d Amsterdam ; Boston : North-Holland/Elsevier, �2010 |z 9780444508973 |w (DLC) 2009027187 |w (OCoLC)436310627 |
| 830 | 0 | |a Handbooks in finance. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780444508973 |z Texto completo |