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A collection of advanced articles on key econometric tools and techniques used in modern finance. It covers topics such as continuous-time Markov processes, nonparametric volatility, high-frequency time series, option pricing, risk‑return dynamics, and value-at-risk modeling. Edited by leading econometricians Aït‑Sahalia and Hansen, the volume provides both theoretical frameworks and practical insights.

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245: $a: Handbook of Financial Econometrics, Volume 1: Tools and Techniques
245: $b:
082: $a:
100: $a: Yacine Aït‑Sahalia & Lars Peter Hansen
650: $a: Econometrics
250: $a:
440: $v: 1
250: $b: Elsevier
250: $c: 2010
020: $a: 9780444508973
300: $a: 808