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| HANDBOOK OF FINANCIAL ECONOMETRICS SET
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To order this title, and for more information, click here
Edited By
Yacine Ait-Sahalia, Department of Economics, Princeton University
Lars Hansen, University of Chicago
Included in series
Handbooks in Finance,
Audience
University, research, and major public libraries with finance and economic holdings, academics in finance and economics, finance and economics professionals.
Contents
1. Operator Methods for Continuous-Time Markov Processes
2. Parametric and Nonparametric Volatility Measurement
3. Nonstationary
Continuous-Time Processes
4. Estimating Functions for Discretely Sampled Diffusion-Type Models-
5. Portfolio Choice Problems
6.
Heterogeneity and Portfolio Choice: Theory and Evidence
7. Analysis of High Frequency Data
8. Simulated Score Methods and Indirect
Inference for Continuous-time Models
9. The Econometrics of Option Pricing
10. Value at Risk- Christian Gourieroux
11. Measuring
and Modeling Variation in the Risk-Return Tradeoff
12. Affine Term Structure Models
1. MCMC Methods for Continuous-Time Financial
Econometrics
2. The Analysis of the Cross Section of Security Returns
3. Option Pricing Bounds and Statistical Uncertainty
4.
Inference for Stochastic Processes
5. Stock market Trading Volume
| Bibliographic details |
Hardbound, 1000 pages, publication date: SEP-2009
ISBN-13: 978-0-444-53554-2
Imprint: NORTH-HOLLAND
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| Price and Ordering |
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USD 199.95
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Last update: 3 Oct 2009
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