Overview
- Most comprehensive resource on the application of econometrics and statistics to finance to date - including theories, models and tools, and practical applications
- Features a variety of elements, including definitional terms and descriptive entries, thematic essays from authoritative contributors, and empirical methodologies
- Global in coverage, integrates concepts from the fields of economics, accounting, statistics, mathematics, and computer science
- Lead editor, C.F. Lee, is one of the most prolific and well-known authors in the field
- Includes supplementary material: sn.pub/extras
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Table of contents (99 entries)
Keywords
About this book
Editors and Affiliations
About the editors
Alice C. Lee is currently a Vice President in the Model Validation Group, Enterprise Risk Management, at State Street Corporation. Most recently, she was an Assistant Professor of Finance at San Francisco State University. She has over 20 years of experience and a diverse background, which includes academia, engineering, sales, and management consulting. Her primary areas of teaching and research are corporate finance and financial institutions. She is coauthor of Statistics for Business and Financial Economics, 2e (withCheng F. Lee and John C. Lee) and Financial Analysis, Planning and Forecasting, 2e (with Cheng F. Lee and John C. Lee). In addition, she has co-edited other annual publications including Advances in Investment Analysis and Portfolio Management (with Cheng F. Lee).
John C. Lee is a Microsoft Certified Professional in Microsoft Visual Basic and Microsoft Excel VBA. He has a Bachelor and Masters degree in accounting from the University of Illinois at Urbana-Champaign. John has worked over 20 years in both the business and technical fields as an accountant, auditor, systems analyst and as a business software developer. He is the author of the book on how to use MINITAB and Microsoft Excel to do statistical analysis which is a companion text to Statistics of Business and Financial Economics, of which he is one of the co-authors. In addition, he also published Financial Analysis, Planning and Forecasting, 2e (with Cheng F. Lee and Alice C. Lee). John has been a Senior Technology Officerat the Chase Manhattan Bank and Assistant Vice President at Merrill Lynch. Currently, he is the Director of the Center for PBBEF Research.
Bibliographic Information
Book Title: Handbook of Financial Econometrics and Statistics
Editors: Cheng-Few Lee, John C. Lee
DOI: https://doi.org/10.1007/978-1-4614-7750-1
Publisher: Springer New York, NY
eBook Packages: Business and Economics
Copyright Information: Springer Science+Business Media New York 2015
Hardcover ISBN: 978-1-4614-7749-5
eBook ISBN: 978-1-4614-7750-1
Edition Number: 1
Number of Pages: CXII, 2897
Topics: Finance, general, Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance, Econometrics
Industry Sectors: Biotechnology, Finance, Business & Banking