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North Holland Handbook of Financial Econometrics, Volume 1: Tools and Techniques

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£105.00 £94.96 £97.15 £99.34 £101.53 £103.72 £105.91 26 April 2026 07 May 2026 19 May 2026 31 May 2026 12 June 2026

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12 days 36 days · current 0 9 18 27 36 £96 £105 Days at Price

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Description

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 Aït-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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
19 October 2009
Listed Since
08 August 2013

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