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Handbook of financial econometrics and statistics

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Handbook of financial econometrics and statistics/ edited by Cheng-Few Lee, John C. Lee.
other author:	Lee, Cheng-Few.
Published:	New York, NY :Springer New York : : 2015.,
Description:	xxviii, 2903 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Econometrics -
Online resource:	http://dx.doi.org/10.1007/978-1-4614-7750-1
ISBN:	9781461477501 (electronic bk.)

Handbook of financial econometrics and statistics
Handbook of financial econometrics and statistics[electronic resource] /edited by Cheng-Few Lee, John C. Lee. - New York, NY :Springer New York :2015. - xxviii, 2903 p. :ill. (some col.), digital ;24 cm.

The Handbook of Financial Econometrics and Statistics provides, in three 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 and 3 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.

ISBN: 9781461477501 (electronic bk.)

Standard No.: 10.1007/978-1-4614-7750-1doiSubjects--Topical Terms:

556948
Econometrics

LC Class. No.: HB139

Dewey Class. No.: 330.015195

Handbook of financial econometrics and statistics
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