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-retu 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 coverage, this volume should propel financial
econometric research for years.
Yacine Ait-Sahalia, Lars Hansen Handbook of financial econometrics. Volume 2 - Applications
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- размер 2.63 МБ
- добавлен 30 июня 2010 г.
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