Handbook of Financial Econometrics: Applications

Handbook of Financial Econometrics: Applications

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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-return 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… (more)


Book Details  


Publisher: Elsevier Science (October 21, 2009)

Format: EPUB

Page count: 384 pages

File size: 3.4 MB

Protection: DRM

Language: English


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