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.
- ISBN10 0444535497
- ISBN13 9780444535498
- Publish Date 14 May 2014 (first published 19 October 2009)
- Publish Status Active
- Publish Country NL
- Imprint North-Holland
- Format eBook
- Pages 385
- Language English