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|a 332.015 195
|2 23
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1 |
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|a Handbook of financial econometrics /
|c edited by Yacine Ait-Sahalia, Lars Peter Hansen.
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| 260 |
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|a Amsterdam :
|b Elsevier,
|c c2010-
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| 300 |
|
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|a 1 τ. :
|b εικ. ;
|c 25 εκ.
|
| 490 |
1 |
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|a Handbooks in Finance
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| 504 |
|
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|a Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
|
| 505 |
0 |
0 |
|a Vol. 1. Tools and Techniques -- 1. Operator methods for continuous-time markov processes / Yacine Aït-Sahalia and Lars Peter Hansen -- 2.Parametric and nonparametric volatility measurement / Torben G. Andersen, Tim Bollerslev, and Francis Diebold -- 3.Nonstationary continuous-time processes / Federico M. Bandi and Peter C.B. Phillips -- 4.
Estimating functions for discretely sampled diffusion-type models / Bo M. Bibby, Martin Jacobsen, and Michael Sørensen -- 5. Portfolio choice problems / Michael W. Brandt -- 6.Heterogeneity and portfolio choice : theory and evidence / Stephanie E. Curcuru ... [et al.]. Analysis of high frequency data / Robert F. Engle and Jeffrey R. Russell -- 7.Simulated score methods and indirect inference for continuous-time models / A. Ronald Gallant and G. Tauchen -- 8. The econometrics of option pricing / Rene Garcia, E. Ghysels, and Eric Renault -- 9.Value at risk / Christian Gourieroux and J. Jasiak -- 10. MCMC methods for continuous-time financial econometrics / Michael Johannes and Nicholas Polson -- 11.
Measuring and modeling variation in the risk-return tradeoff / Martin Lettau and Sidney C. Ludvigson -- 13. Affine term structure models / Monika Piazzesi -- Vol. 2 :Αpplications -- . 13.MCMC Methods for Continuous-Time Financial Econometrics / Michael Johannes, Nicholas Polson -- 14. The Analysis of the Cross Section of Security Returns / Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang -- 15. Option Pricing Bounds and Statistical Uncertainty / Per A. Mykland -- 16. Inference for Stochastic Processes/ Jean Jacod -- 17. Stock market Trading Volume / Andrew W. Lo, Jiang Wang.
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| 650 |
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4 |
|a Οικονομικά
|x Μαθηματικά μοντέλα
|9 12280
|
| 650 |
|
0 |
|a Οικονομετρία
|9 1565
|
| 700 |
1 |
|
|9 21921
|a Ait-Sahalia, Yacine
|e επιμελητής.
|
| 700 |
1 |
|
|9 21922
|a Hansen, Lars Peter
|e επιμελητής.
|
| 830 |
|
0 |
|9 188423
|a Handbooks in Finance
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| 942 |
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|2 ddc
|c BK15
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| 998 |
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|c ΚΟΚΟΤΟΥ
|d 2021-11
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