Handbook of financial econometrics tools and techniques. Volume 2, Applications [electronic resource] / edited by Yacine Aït-Sahalia, Lars Peter Hansen.

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

Bibliographic Details

Online Access:	Full Text (via ScienceDirect)
Other Authors:	Aït-Sahalia, Yacine, Hansen, Lars Peter
Other title:	Applications
Format:	Electronic eBook
Language:	English
Published:	Amsterdam ; Boston : North-Holland/Elsevier, ©2010.
Series:	Handbooks in finance.
Subjects:	Finance > Econometric models. Econometrics.