£95.82

Handbook of Financial Econometrics, Volume 1: Tools and Techniques

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£96 today · all-time low £92 (Sep 2025) · usually the usual

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£105.00 £91.16 £94.18 £97.20 £100.22 £103.24 £106.26 09 June 2024 01 November 2024 26 March 2025 18 August 2025 10 January 2026

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26 days 41 days 420 days · current 48 days 46 days 0 105 210 315 420 £93 £95 £96 £97 £105 Days at Price

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Most common price: £96 (420 days, 72.3%)

Price range: £93 - £105

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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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