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Handbook of Financial Econometrics: Applications Volume 2

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Handbook of Financial Econometrics: Applications Volume 2 - Ait-Sahalia, Yacine (Editor), and Hansen, Lars Peter (Editor)
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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 ...

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Handbook of Financial Econometrics: Applications Volume 2 2009, Elsevier Science, Amsterdam, Netherlands

ISBN-13: 9780444535481

Hardcover