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040			_aGR-PaULI _bgre _cGR-PaULI _dGR-AiPI _eAACR2
041	0		_aeng
082	0	4	_a332.015 195 _223
245	1	0	_aHandbook of financial econometrics / _cedited by Yacine Ait-Sahalia, Lars Peter Hansen.
260			_aAmsterdam : _bElsevier, _cc2010-
300			_a1 τ. : _bεικ. ; _c25 εκ.
490	1		_aHandbooks in Finance
504			_aΠεριλαμβάνει βιβλιογραφίες και ευρετήριο.
505	0	0	_aVol. 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.
650		4	_aΟικονομικά _xΜαθηματικά μοντέλα _912280
650		0	_aΟικονομετρία _91565
700	1		_921921 _aAit-Sahalia, Yacine _eεπιμελητής.
700	1		_921922 _aHansen, Lars Peter _eεπιμελητής.
830		0	_9188423 _aHandbooks in Finance
942			_2ddc _cBK15
998			_cΚΟΚΟΤΟΥ _d2021-11