Handbook of financial econometrics / edited by Yacine Aït-Sahalia, Lars Peter Hansen.
Contributor(s): Hansen, Lars Peter | Aït-Sahalia, Yacine
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): Finans -- Türkiye -- Ekonometrik modeller | Finance -- Turkey -- Econometric models | Ekonometri | EconometricsLOC classification: HG106 | .H36 2011Item type | Current location | Home library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode |
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Book | Merkez Kütüphane Genel Koleksiyon / Main Collection | Merkez Kütüphane | Genel Koleksiyon | HG106 .H36 2011 (Browse shelf) | 1 | 1 | Available | 0040370 |
v. 1. Tools and techniques
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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