0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Handbook of Financial Econometrics, Volume 1 - Tools and Techniques (Hardcover) Loot Price: R3,194
Discovery Miles 31 940
You Save: R808 (20%)
Handbook of Financial Econometrics, Volume 1 - Tools and Techniques (Hardcover): Yacine Ait-Sahalia, Lars Peter Hansen

Handbook of Financial Econometrics, Volume 1 - Tools and Techniques (Hardcover)

Yacine Ait-Sahalia, Lars Peter Hansen

Series: Handbooks in Finance

 (sign in to rate)
List price R4,002 Loot Price R3,194 Discovery Miles 31 940 | Repayment Terms: R299 pm x 12* You Save R808 (20%)

Bookmark and Share

Expected to ship within 12 - 17 working days

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 Ait-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 activityContributors include Nobel Laureate Robert Engle and leading econometriciansOffers a clarity of method and explanation unavailable in other financial econometrics collections"

General

Imprint: North-Holland
Country of origin: United States
Series: Handbooks in Finance
Release date: October 2009
First published: November 2009
Editors: Yacine Ait-Sahalia • Lars Peter Hansen
Dimensions: 235 x 191 x 36mm (L x W x T)
Format: Hardcover
Pages: 808
ISBN-13: 978-0-444-50897-3
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Academic & Education > Professional & Technical > Econometrics
LSN: 0-444-50897-X
Barcode: 9780444508973

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners