Handbook of financial econometrics tools and techniques. Volume 2, Applications /

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 yie...

Full description

Saved in:
Bibliographic Details
Other Authors: Aït-Sahalia, Yacine, Hansen, Lars Peter
Format: Electronic eBook
Language:English
Published: Amsterdam ; Boston : North-Holland/Elsevier, ©2010.
Series:Handbooks in finance.
Subjects:
Online Access:CONNECT