Handbook of Financial Econometrics Set 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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

譯者

2009-10 出版日期

1000 頁數

1744.00元價格

叢書系列

9780444535542 圖書編碼

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發表於2024-09-20

Handbook of Financial Econometrics Set 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Handbook of Financial Econometrics Set 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Handbook of Financial Econometrics Set 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Handbook of Financial Econometrics Set 在線電子書著者簡介

Handbook of Financial Econometrics Set 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Handbook of Financial Econometrics Set 在線電子書圖書描述

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 在線電子書下載 mobi epub pdf txt 在線電子書下載

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