Handbook of Financial Econometrics Set 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Ait-sahalia, Yacine (EDT)/ Hansen, Lars (EDT) 作者

译者

2009-10 出版日期

1000 页数

1744.00元价格

丛书系列

9780444535542 图书编码

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Handbook of Financial Econometrics Set 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Handbook of Financial Econometrics Set 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 Set 在线电子书图书描述

Vol 1 covers fundamental econometric techniques and toolson recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2covers 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.

Set is the collection of Volumes 1 & 2

Contributors include Nobel Laureate Robert Engle and leading econometricians

Offers a clarity of method and explanation unavailable in other financial econometrics collections

Handbook of Financial Econometrics Set 在线电子书下载 mobi epub pdf txt 在线电子书下载

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