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Handbook of Financial Econometrics and Statistics

Posted By: AvaxGenius
Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics by Cheng-Few Lee
English | EPUB | 2015 | 2880 Pages | ISBN : 1461477492 | 22.3 MB

The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field.
Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​
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