000			01997nam a22003375i 4500
008			140926s2015 xxu| s |||| 0|eng d
020			_a9781461477501
050		4	_aHG1-9999
050		4	_aHG4501-6051
050		4	_aHG1501-HG3550
082	0	4	_a657.8333
082	0	4	_a658.152
100	1		_aLee, Cheng-Few.
245	1	0	_aHandbook of Financial Econometrics and Statistics
260		1	_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2015.
300			_aCXII, 2897 p. eReference.
520			_aThe 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.
650		0	_aEconomics.
650		0	_aFinance.
650		0	_aEconomics
650		0	_aEconometrics.
650	1	4	_aEconomics/Management Science.
650	2	4	_aFinance/Investment/Banking.
650	2	4	_aQuantitative Finance.
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance.
650	2	4	_aEconometrics.
700	1		_aLee, John C.
710	2		_aSpringerLink (Online service)
856	4	0	_uhttp://dx.doi.org/10.1007/978-1-4614-7750-1
942			_2ddc _cEBOOK
999			_c2851 _d2851