TY  - GEN
AU  - Hansen,Lars Peter
AU  - Aït-Sahalia,Yacine
TI  - Handbook of financial econometrics
T2  - Handbooks in finance
SN  - 9780444508973 (v. 1 : hardcover : alk. paper)
AV  - HG106 .H36 2011
PY  - 2010/// 2011
CY  - Amsterdam, Boston
PB  - North-Holland/Elsevier
KW  - Finans
KW  - Türkiye
KW  - Ekonometrik modeller
KW  - Finance
KW  - Turkey
KW  - Econometric models
KW  - Ekonometri
KW  - Econometrics
N1  - v. 1. Tools and techniques; Includes bibliographical references and index; 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
ER  -