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
General
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