Handbook of financial econometrics /
| Άλλοι συγγραφείς: | , |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Amsterdam :
Elsevier,
c2010-
|
| Σειρά: | Handbooks in Finance
|
| Θέματα: |
Πίνακας περιεχομένων:
- 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.
