Publication

2010 - North-Holland/Elsevier, Amsterdam, Netherlands

Language

English

Word Count

89,000 words, Guess

Page Count

356 pages

Physical Format

Electronic resource

Identifiers

and 1 more

Classifications

  • DDC332.01/5195
  • LCCHG106 .H365 2010eb
  • LCCHG106.H365 2010

Alternate Titles

  • Applications

Description

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.

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