Table of contents

  1. Front Matter
    Pages 1-28
  2. Cheng-Few Lee, John C. Lee
    Pages 1-62
  3. April Knill, Kristina L. Minnick, Ali Nejadmalayeri
    Pages 63-100
  4. Robert A. Schwartz, Bruce W. Weber
    Pages 121-147
  5. Ivan E. Brick, Oded Palmon, Dilip K. Patro
    Pages 149-185
  6. Hsuan-Chu Lin, Ren-Raw Chen, Oded Palmon
    Pages 207-231
  7. Chin-Wen Huang, Chun-Pin Hsu, Wan-Jiun Paul Chiou
    Pages 233-251
  8. James S. Ang, Shaojun Zhang
    Pages 383-411
  9. Kiseok Nam, Joshua Krausz, Augustine C. Arize
    Pages 413-437
  10. Alexander Kogan, Miguel A. Lejeune
    Pages 439-483
  11. Thomas Meinl, Edward W. Sun
    Pages 519-538
  12. Anna Chernobai, Svetlozar T. Rachev, Frank J. Fabozzi
    Pages 575-596
  13. Po-Cheng Wu, Lie-Jane Kao, Cheng-Few Lee
    Pages 639-655
  14. Win Lin Chou, Shou Zhong Ng, Yating Yang
    Pages 657-668
  15. Jing Rung Yu, Yu Chuan Hsu, Si Rou Lim
    Pages 707-728
  16. Cheng-Few Lee, Kehluh Wang, Yating Yang, Chan-Chien Lien
    Pages 729-750
  17. Fernando Gómez-Bezares, Luis Ferruz, Maria Vargas
    Pages 751-789
  18. Wikil Kwak, Yong Shi, Cheng-Few Lee, Heeseok Lee
    Pages 791-840
  19. Li-jiun Chen, Cheng-der Fuh
    Pages 841-872
  20. Cindy Shin-Huei Wang, Yi Meng Xie
    Pages 873-902
  21. Vikash Ramiah, Stuart Thomas, Richard Heaney, Heather Mitchell
    Pages 935-956
  22. Bin Mei, Michael L. Clutter
    Pages 957-976
  23. Wayne E. Ferson, Andrew F. Siegel
    Pages 977-1002
  24. Cheng-Few Lee, K. C. John Wei, Hong-Yi Chen
    Pages 1003-1023
  25. Zhijie Xiao, Hongtao Guo, Miranda S. Lam
    Pages 1143-1167
  26. Ken Hung, Suresh Srivastava
    Pages 1277-1291
  27. Ivan E. Brick, Hong-Yi Chen, Cheng-Few Lee
    Pages 1293-1310
  28. Jieun Lee
    Pages 1311-1323
  29. Oscar Carchano, Young Shin (Aaron) Kim, Edward W. Sun, Svetlozar T. Rachev, Frank J. Fabozzi
    Pages 1325-1340
  30. Fang-Pang Lin, Cheng-Few Lee, Huimin Chung
    Pages 1341-1379

About this book


​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.​


Asset pricing Corporate finance Econometrics Financial accounting Financial institutions Investment portfolio Mutual Fund New financial products Option pricing Quantitative finance Risk analysis Statistics

Editors and affiliations

  • Cheng-Few Lee
    • 1
  • John C. Lee
    • 2
  1. 1.Department of Finance and Economics, Rutgers Business SchoolRutgers, The State University of New JerseyPiscatawayUSA
  2. 2.Center for PBBEF ResearchNorth BrunswickUSA

Bibliographic information