Denna webbshop är stängd för köp.
Klicka här för mer information

Handbook of Financial Econometrics Set
  • Bandtyp: Inbunden
  • Språk: Engelska
  • Utgiven: 200909
  • Antal sidor: 1000
  • Vikt i gram: 2472
  • ISBN10:0444535543
  • ISBN13:9780444535542

Handbook of Financial Econometrics Set

(Inbunden)
Beskrivning:

Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers 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. This set is the collection of Volumes 1 & 2. Its contributors include Nobel Laureate Robert Engle and leading econometricians. It offers a clarity of method and explanation unavailable in other financial econometrics collections.

Kundrecensioner och bloggar

Sök fler böcker:

Kunder som köpt denna bok har
även köpt:
Skotten i Köpenhamn :  ett reportage om
Uppgång och fall
Uppgång och fall
av Strömquist, Liv
Den allvarsamma leken
Den allvarsamma leken
av Söderberg, Hjalmar
Miniatyrmakaren
Miniatyrmakaren
av Burton, Jessie
Min mors självbiografi
Min mors självbiografi
av Kincaid, Jamaica