Logotipo librería Marcial Pons
Handbook of financial econometrics. Vol.1

Handbook of financial econometrics. Vol.1
Tools and techniques

  • ISBN: 9780444508973
  • Editorial: Elsevier Science
  • Lugar de la edición: Amsterdam. Países Bajos
  • Colección: Handbooks in finance
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 778
  • Idiomas: Inglés

Papel: Cartoné
112,27 €
Sin Stock. Envío en 2/3 semanas.

Resumen

Eds. Yacine Aït-Sahalia, Lars Peter Hansen.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. The book presents a broad survey of current research-from local characterizations of the Markov process dynamics to financial market trading activity. Contributors include Nobel Prize laureate Robert Engle and other leading econometricians. The book also offers a clarity of method and explanation unavailable in other financial econometrics collections.

Eds. Yacine Aït-Sahalia, Lars Peter Hansen

Resumen

Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información