Handbook of Financial Econometrics

Produk Detail:
  • Author : Yacine Ait-Sahalia
  • Publisher : Elsevier
  • Pages : 808 pages
  • ISBN : 9780080929842
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Handbook of Financial Econometrics

Download or Read online Handbook of Financial Econometrics full in PDF, ePub and kindle. this book written by Yacine Ait-Sahalia and published by Elsevier which was released on 19 October 2009 with total page 808 pages. We cannot guarantee that Handbook of Financial Econometrics book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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. 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

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release : 19 October 2009
GET THIS BOOK Handbook of Financial Econometrics

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

Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes

Handbook Of Financial Econometrics  Mathematics  Statistics  And Machine Learning  In 4 Volumes
  • Author : Cheng-few Lee,John C Lee
  • Publisher : World Scientific
  • Release : 30 July 2020
GET THIS BOOK Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes

This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in

Handbook of Financial Econometrics Set

Handbook of Financial Econometrics Set
  • Author : Yacine Ait-sahalia,Lars Hansen
  • Publisher : North Holland
  • Release : 21 September 2009
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Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers important research even as they make

Handbook of Financial Econometrics Mathematics Statistics and Machine Learning

Handbook of Financial Econometrics  Mathematics  Statistics  and Machine Learning
  • Author : Cheng F. Lee,John C. Lee
  • Publisher : Unknown
  • Release : 03 July 2022
GET THIS BOOK Handbook of Financial Econometrics Mathematics Statistics and Machine Learning

"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in

Efficiency in Business and Economics

Efficiency in Business and Economics
  • Author : Tadeusz Dudycz,Grażyna Osbert-Pociecha,Bogumiła Brycz
  • Publisher : Springer
  • Release : 29 December 2017
GET THIS BOOK Efficiency in Business and Economics

This volume offers a collection of studies on problem of organization’s efficiency, criteria for evaluating the efficiency, tools and methods for measuring the efficiency. The articles included present an interdisciplinary look at efficiency, its essence and the principles of its measurement. The contributions also identify a broad spectrum of conditions for achieving efficiency in various types of organizations and systems (e.g. public institution, non-profit organizations), representing various industries. The book collects selected papers presented at the 7th International

Handbook of Financial Econometrics Applications

Handbook of Financial Econometrics  Applications
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier Science
  • Release : 01 September 2009
GET THIS BOOK Handbook of Financial Econometrics Applications

Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers important research even as they make

Financial Microeconometrics

Financial Microeconometrics
  • Author : Marek Gruszczyński
  • Publisher : Springer Nature
  • Release : 23 November 2019
GET THIS BOOK Financial Microeconometrics

This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research in order to predict companies getting into financial distress. Presented in a clear and straightforward manner, it also suggests methods for linking corporate governance to financial performance, and discusses what

Handbook of Fixed Income Securities

Handbook of Fixed Income Securities
  • Author : Pietro Veronesi
  • Publisher : John Wiley & Sons
  • Release : 04 April 2016
GET THIS BOOK Handbook of Fixed Income Securities

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact

Linear Models and Time Series Analysis

Linear Models and Time Series Analysis
  • Author : Marc S. Paolella
  • Publisher : Wiley
  • Release : 28 November 2018
GET THIS BOOK Linear Models and Time Series Analysis

A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which

Financial Statistics and Data Analytics

Financial Statistics and Data Analytics
  • Author : Shuangzhe Li,Milind Sathye
  • Publisher : MDPI
  • Release : 02 March 2021
GET THIS BOOK Financial Statistics and Data Analytics

Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.

Contemporary Topics in Finance

Contemporary Topics in Finance
  • Author : Iris Claus,Leo Krippner
  • Publisher : John Wiley & Sons
  • Release : 07 March 2019
GET THIS BOOK Contemporary Topics in Finance

The literature surveys presented in this edited volume provide readers with up-to-date reviews on eleven contemporary topics in finance. Topics include unconventional monetary policy, implicit bank guarantees, and financial fraud - all linked to the exceptional event of the Global Financial Crisis Explores how recent studies on inflation risk premia and finance and productivity have benefitted from new empirical methods and the availability of relevant data Demonstrates how angel investing, venture capital, relationship lending and microfinance have benefitted from increased

New Methods in Fixed Income Modeling

New Methods in Fixed Income Modeling
  • Author : Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietro
  • Publisher : Springer
  • Release : 18 August 2018
GET THIS BOOK New Methods in Fixed Income Modeling

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in

Applied Quantitative Methods in Finance

Applied Quantitative Methods in Finance
  • Author : Kaveh Sheibani
  • Publisher : ORLAB Analytics
  • Release : 31 December 2014
GET THIS BOOK Applied Quantitative Methods in Finance

Quantitative methods in finance form a wide research field which addresses many different problems and practical applications. The papers of this special issue, however, all contribute to one of the core application areas in finance: investment decisions. In doing so, they apply a variety of methodological approaches and address different aspects of the overall investment decision. But they share both a very practical perspective and the direct empirical verification of the given proposals.

Econophysics and Financial Economics

Econophysics and Financial Economics
  • Author : Franck Jovanovic,Christophe Schinckus
  • Publisher : Oxford University Press
  • Release : 29 December 2016
GET THIS BOOK Econophysics and Financial Economics

What is econophysics? What makes an econophysicist? Why are financial economists reluctant to use results from econophysics? Can we overcome disputes concerning hypotheses used in financial economics and that make no sense for econophysicists? How can we create a profitable dialogue betweenfinancial economists and econophysicists? How do we develop a common theoretical framework allowing the creation of more efficient models for the financial industry? This book moves beyond the disciplinary frontiers in order to initiate the development of a common

Handbook of Finance Financial Markets and Instruments

Handbook of Finance  Financial Markets and Instruments
  • Author : Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release : 03 November 2008
GET THIS BOOK Handbook of Finance Financial Markets and Instruments

Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established