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Handbook of financial econometrics t...

Hansen, Lars Peter.

Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Handbook of financial econometrics tools and techniques./ edited by Yacine A�it-Sahalia, Lars Peter Hansen.
其他題名:	Tools and techniques
其他作者:	A�it-Sahalia, Yacine.
出版者:	Amsterdam ;North-Holland/Elsevier, : c2010.,
面頁冊數:	1 online resource (1 v.) :ill. :
標題:	Optionspreistheorie. -
電子資源:	http://www.sciencedirect.com/science/book/9780444508973
ISBN:	9780444508973

Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques
Handbook of financial econometrics tools and techniques.Volume 1,Tools and techniques[electronic resource] /Tools and techniquesedited by Yacine A�it-Sahalia, Lars Peter Hansen. - Amsterdam ;North-Holland/Elsevier,c2010. - 1 online resource (1 v.) :ill. - Handbooks in finance. - Handbooks in finance..

Includes bibliographical references and index.

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 �At-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.

ISBN: 9780444508973

Source: 135015:135150Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

323990
Optionspreistheorie.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HG106 / .H365 2010

Dewey Class. No.: 332.01/5195

Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques
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245 0 0 $a Handbook of financial econometrics tools and techniques. $n Volume 1, $p Tools and techniques $h [electronic resource] / $c edited by Yacine A�it-Sahalia, Lars Peter Hansen.
246 3 $a Tools and techniques
260 $a Amsterdam ; $a Boston : $c c2010. $b North-Holland/Elsevier,
300 $a 1 online resource (1 v.) : $b ill.
490 1 $a Handbooks in finance
504 $a Includes bibliographical references and index.
520 $a 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 �At-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.
588 $a Description based on print version record.
650 7 $a Optionspreistheorie. $2 stw $3 323990
650 7 $a Modell-Spezifikation. $2 stw $3 323991
650 7 $a Stochastischer Prozess. $2 stw $3 323992
650 7 $a Sch�atztheorie. $2 stw $3 323993
650 0 $a Finance $x Econometric models. $3 122173
650 0 $a Econometrics. $3 120795
655 4 $a Electronic books. $2 local. $3 96803
700 1 $a A�it-Sahalia, Yacine. $3 323989
700 1 $a Hansen, Lars Peter. $3 276292
776 $t Handbook of financial econometrics tools and techniques. $6 166582 $g Volume 1,
776 $t Handbook of financial econometrics tools and techniques. $6 166584 $g Volume 2,
830 0 $a Handbooks in finance. $3 291724
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780444508973
994 $a C0 $b TEF

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Handbook of financial econometrics tools and techniques.. Volume 1,. Tools and techniques / Hansen, Lars Peter. / North-Holland/Elsevier, / c2010.	其他
Handbook of financial econometrics tools and techniques.. Volume 2,. Applications / Hansen, Lars Peter. / North-Holland/Elsevier, / c2010.	其他

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