Handbook of financial econometrics / edited by Yacine Aït-Sahalia, Lars Peter Hansen.

Contributor(s):

Language: İngilizce Series: Handbooks in financePublisher: Amsterdam ; Boston : North-Holland/Elsevier, c2010 2011Description: v. <1- > : ill. ; 25 cmISBN:

9780444508973 (v. 1 : hardcover : alk. paper)

Subject(s):

LOC classification:

HG106 .H36 2011

Contents:

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.

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Holdings
Item type	Current library	Home library	Collection	Call number	Vol info	Copy number	Status	Date due	Barcode
Book	Merkez Kütüphane Genel Koleksiyon / Main Collection	Merkez Kütüphane	Genel Koleksiyon	HG106 .H36 2011 (Browse shelf(Opens below))	1	1	Available		0040370

v. 1. Tools and techniques

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