Central Bank of Nigeria Library

Handbook of Financial Econometrics and Statistics

Lee, Cheng-Few.

Handbook of Financial Econometrics and Statistics - New York, NY : Springer New York : Imprint: Springer, 2015. - CXII, 2897 p. eReference.

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.

9781461477501


Economics.
Finance.
Economics
Econometrics.
Economics/Management Science.
Finance/Investment/Banking.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Econometrics.

HG1-9999 HG4501-6051 HG1501-HG3550

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