is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory …, credit, and option pricing. Existing highly cited finance models in pricing of these assets are covered in detail, and theory … contribution of this book, and at the same time, its novelty, is in employing materials in probability theory, economics …

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 … that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and …