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The Resource Handbook of financial econometrics tools and techniques, edited by Yacine Aït-Sahalia, Lars Peter Hansen

Handbook of financial econometrics tools and techniques, edited by Yacine Aït-Sahalia, Lars Peter Hansen

Label
Handbook of financial econometrics tools and techniques
Title
Handbook of financial econometrics tools and techniques
Statement of responsibility
edited by Yacine Aït-Sahalia, Lars Peter Hansen
Contributor
Subject
Language
eng
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 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
Member of
Cataloging source
DLC
Dewey number
332.01/5195
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.H365 2010
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Aït-Sahalia, Yacine
  • Hansen, Lars Peter
Series statement
Handbooks in finance
http://library.link/vocab/subjectName
  • Finance
  • Econometrics
Label
Handbook of financial econometrics tools and techniques, edited by Yacine Aït-Sahalia, Lars Peter Hansen
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Tools and techniques -- v. 2. Applications
Control code
436310627
Dimensions
25 cm
Extent
volumes
Isbn
9780444508973
Isbn Type
(v. 1 : hardcover : alk. paper)
Lccn
2009027187
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)436310627
Label
Handbook of financial econometrics tools and techniques, edited by Yacine Aït-Sahalia, Lars Peter Hansen
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Tools and techniques -- v. 2. Applications
Control code
436310627
Dimensions
25 cm
Extent
volumes
Isbn
9780444508973
Isbn Type
(v. 1 : hardcover : alk. paper)
Lccn
2009027187
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)436310627

Library Locations

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      38.944491 -92.326012
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