Handbook of financial econometrics / 
edited by Yacine Aït-Sahalia, Lars Peter Hansen. 
 - v. <1- > :  ill. ;  25 cm. 
 - Handbooks in finance .
<br/><br/> v. 1. Tools and techniques 
<br/><br/>
<br/><br/>I.Operator methods for continuous-time Markow processes -- II.Parametric and nonparametric volatility measurement -- III.Nonstationary continuous-Time processes -- IV.Estimating functions for discretely sampled diffusion-Type models -- V.Portfolio choice problems -- VI.Heterogeneity and portfolio choice:Theory and evidence -- VII.Analysis of high-frequency data -- VIII.Simulated score methods and inderect inference for continuous - time models -- IX.The econometrics of option pricing -- X.Value at risk -- XI.Measuring and modeling variation in the risk-return trade-0ff -- XII.Affine term structure models. 
<br/><br/><label>ISBN: </label>9780444508973 (v. 1 : hardcover : alk. paper) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finans--Ekonometrik modeller--Türkiye<br/>Finance--Econometric models--Turkey<br/>Ekonometri<br/>Econometrics
<br/><br/><label>LC Class. No.: </label>HG106  / .H36 2011