Handbook of financial econometrics / edited by Yacine Ait-Sahalia, Lars Peter Hansen.
Τύπος υλικού:
ΚείμενοΓλώσσα: Αγγλικά Σειρά: Handbooks in FinanceΛεπτομέρειες δημοσίευσης: Amsterdam : Elsevier, c2010-Περιγραφή: 1 τ. : εικ. ; 25 εκISBN: - 9780444535542
- 978044450973
- 332.015 195 23
| Τύπος τεκμηρίου | Τρέχουσα βιβλιοθήκη | Ταξιθετικός αριθμός | Αριθμός αντιτύπου | Κατάσταση | Ημερομηνία λήξης | Ραβδοκώδικας |
|---|---|---|---|---|---|---|
![Book [21]](https://library.upatras.gr/nereus/nereus-book-yes.png "Book [21]")
Book [21]
|
ΒΚΠ - Αγρίνιο Βασική Συλλογή | 332.015 195 HAN (Περιήγηση στο ράφι(Άνοιγμα παρακάτω)) | 1 | Διαθέσιμο | 026000310959 |
Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
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.
