"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …. Advancement of optimal portfolio models with short-sales and transaction costs: Methodology and effectiveness / W-J P Chiou and J …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …

The aim of this book is to present the main statistical tools of econometrics. It covers almost all modern econometric … econometrics, namely identification and overidentification, simultaneity, and unobservability. Many theoretical examples illustrate …