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Handbook of Research Methods and Applications in Empirical Finance

Editor

Listed:
  • Adrian R. Bell
  • Chris Brooks
  • Marcel Prokopczuk

Abstract

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

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), 2013. "Handbook of Research Methods and Applications in Empirical Finance," Books, Edward Elgar Publishing, number 14545.
  • Handle: RePEc:elg:eebook:14545
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    References listed on IDEAS

    as
    1. Campbell, John Y. & Hentschel, Ludger, 1992. "No news is good news *1: An asymmetric model of changing volatility in stock returns," Journal of Financial Economics, Elsevier, vol. 31(3), pages 281-318, June.
    2. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000. "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers 00-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    Full references (including those not matched with items on IDEAS)

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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Economics and Finance; Research Methods;

    JEL classification:

    • B4 - Schools of Economic Thought and Methodology - - Economic Methodology

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