HANDBOOK OF FINANCIAL ECONOMETRICS, VOL 2

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HANDBOOK OF FINANCIAL ECONOMETRICS, VOL 2
Edited By
Yacine Ait-Sahalia, Department of Economics, Princeton University
Lars Hansen, University of Chicago





Product Description

• 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 recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.
  
  Presents a broad survey of current research
• Contributors are leading econometricians
• Offers a clarity of method and explanation unavailable in other financial econometrics collections

Product Details Hardcover: 384 pages Publisher: Elsevier Science; 1 edition (September 22, 2009) Language: English ISBN-10: 0444535489

Contents

1. MCMC Methods for Continuous-Time Financial Econometrics- Michael Johannes, Nicholas Polson
2. The Analysis of the Cross Section of Security Returns- Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang
3. Option Pricing Bounds and Statistical Uncertainty- Per A. Mykland
4. Inference for Stochastic Processes- Jean Jacod
5. Stock market Trading Volume- Andrew W. Lo, Jiang Wang

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关键词：econometrics Econometric financial inancial handbook econometrics handbook financial Vol

有没有vol.1?

价格不菲啊，不过书看起来不错

dyshappy 发表于 2010-2-15 13:21
有没有vol.1?

還沒有找到！

价格比较厚道，不过网上有免费下载的！

thank you for sharing but too expensive

感谢楼主~~~~~~

2# dyshappy

第二冊在這裡

http://www.pinggu.org/bbs/thread-738495-1-1.html     

这是？让人摸不着头脑的

谢谢，好书！