- Series: Handbook of Statistics (Book 14)
- Hardcover: 733 pages
- Publisher: Elsevier Science; 1 edition (December 25, 1996)
- Language: English
- ISBN-10: 0444819649
- ISBN-13: 978-0444819642
- Product Dimensions: 6.1 x 1.6 x 9.2 inches
- Shipping Weight: 2.6 pounds (View shipping rates and policies)
- Average Customer Review: 1 customer review
- Amazon Best Sellers Rank: #5,517,915 in Books (See Top 100 in Books)
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Statistical Methods in Finance, Volume 14 (Handbook of Statistics) 1st Edition
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A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.
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Top customer reviews
I found around five to eight of the 23 chapters to be weak. The remaining are excellent surveys. The book is dated 1996 so the material is late 1995 to early 1996 vintage.
The relevant chapters from this book are required reading for all my Ph.D. students.