Cookies on oxfam

We use cookies to ensure that you have the best experience on our website. If you continue browsing, we’ll assume that you are happy to receive all our cookies. You can change your cookie settings at any time. Find out more Accept

Feedback

Free returns

-

£3.95 standard UK delivery

-

All profits fight poverty

Keep up with Oxfam's Online Shop

© 2015. Oxfam is a registered charity in England and Wales (no 202918) and Scotland (SC039042). Oxfam GB is a member of Oxfam International.

Handbook of Financial Econometrics

£85.00

Product description

Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred.  Vol 2 covers 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 yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship.

The book is in fair condition with scuffs on the front and back covers. 

Item details

Author(s):
Yacine Ait-Sahalia, Lars Peter Hansen
Condition:
Fair
Dimensions:
242x198x37
EAN-13:
9780444535542
Format:
Hardback
ISBN-13:
9780444535542
Number of items:
1
Number of pages:
780
Publisher:
Elsevier Science

Courier Delivery

£8.50
Signature required.
Delivery FAQs

Free returns

within 30 days.
Returns policy

About this item

Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred.  Vol 2 covers 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 yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship.

The book is in fair condition with scuffs on the front and back covers. 

Author(s):
Yacine Ait-Sahalia, Lars Peter Hansen
Condition:
Fair
Dimensions:
242x198x37
EAN-13:
9780444535542
Format:
Hardback
ISBN-13:
9780444535542
Number of items:
1
Number of pages:
780
Publisher:
Elsevier Science

Delivery & returns

This item will be dispatched to UK addresses via courier within 7 working days of receipt of your order. A signature will be required on delivery. This item is not available for international delivery.

You can find out more about delivery and returns in our help section.

We offer a no quibble returns policy All returns must be made within 30 days of receipt.



Courier delivery cost: £8.50

Volunteer listed

Wonder how this unique item ended up online?

Most of the second-hand items you see online have been donated, by supporters like you, to our high street stores. Each item is then priced, photographed and listed on this site by our amazing team of volunteers from across the country.

After you have bought your item, our team of volunteers package and dispatch it from the Shop straight to you or your chosen recipient.

All profits from the sales of our goods go towards funding Oxfam's work around the world. We rely on your donations to sell online so please keep the cycle of goodness going!

Oxfam Bookshop Muswell Hill

Oxfam Bookshops sell a wide range of second-hand books in excellent condition and at a fraction of the original retail price. Our bookshop in Muswell Hill offers a fantastic selection of paperback fiction and children's books, as well as specialist non-fiction including Art, Literature, Academic, History and Leisure. We also sell Antiquarian and collectible books, and a selection of these books can be found on the Oxfam Online Shop too.

In addition to our reading material, we offer a carefully curated range of DVDs, CDs, Vinyl and Sheet Music, plus greeting cards and Oxfam's ethically sourced new products. Come and browse! 

For the latest updates from the shop find us on Twitter | Facebook | Instagram

View Shop