Mohlo by se vám také líbit

Informovat o naskladnění knihy

Více informací o knize Handbook of Financial Econometrics

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 419 bodů

Anotace knihy

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 A t-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 Laureate Robert Engle and leading econometricians* Offers a clarity of method and explanation unavailable in other financial econometrics collections

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics

• Plný název: Handbook of Financial Econometrics
• Autor: Yacine Ait-Sahalia
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 808
• EAN: 9780444508973
• ISBN: 044450897X
• ID: 04079616
• Nakladatelství: Elsevier Science & Technology
• Hmotnost: 1534 g
• Rozměry: 243 × 200 × 36 mm
• Datum vydání: 01. January 2007

Oblíbené z jiného soudku

---

---

---