Handbook of financial econometrics /

Handbook of financial econometrics /

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...

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Bibliographic Details
Other Authors: Aït-Sahalia, Yacine, Aït-Sahalia, Yacine, Hansen, Lars Peter
Format: Book
Language:English
Published: Amsterdam ; Boston : North-Holland/Elsevier, [2010], ©2010
Amsterdam ; Boston : c2010
Amsterdam ; Boston : c2010-
Amsterdam ; Boston : ©2010
Amsterdam ; Boston : ©2010-
Series:Handbooks in finance
Subjects:
Econometrics
Finance > Econometric models
Économétrie
Finances > Modèles économétriques
Modell-Spezifikation
Optionspreistheorie
Schätztheorie
Schätztheorie
Stochastischer Prozess

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