Includes traditional elements of financial econometrics but is not yet another volume in econometrics. Discusses statistical and probability techniques commonly

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-ar

Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical method

This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent

This 2000 volume reviews non-linear time series models, and their applications to financial markets.