Handbook of Financial Econometrics, Vol. 1 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ait-Sahalia, Y. (EDT) 作者

North Holland

译者

2009-9-29 出版日期

808 页数

USD 170.00 价格

Hardcover

丛书系列

9780444508973 图书编码

Handbook of Financial Econometrics, Vol. 1 在线电子书图书标签: 计量经济学

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Handbook of Financial Econometrics, Vol. 1 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Handbook of Financial Econometrics, Vol. 1 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Handbook of Financial Econometrics, Vol. 1 在线电子书著者简介

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Handbook of Financial Econometrics, Vol. 1 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Handbook of Financial Econometrics, Vol. 1 在线电子书图书描述

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 Aït-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 activity. Contributors include Nobel Prize laureate Robert Engle and other leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections

Handbook of Financial Econometrics, Vol. 1 在线电子书下载 mobi epub pdf txt 在线电子书下载

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