Buch, Englisch, 808 Seiten, Format (B × H): 197 mm x 249 mm, Gewicht: 1767 g
Tools and Techniques Volume 1
Buch, Englisch, 808 Seiten, Format (B × H): 197 mm x 249 mm, Gewicht: 1767 g
ISBN: 978-0-444-50897-3
Verlag: Elsevier Science
Zielgruppe
<p>University, research, and major public libraries with finance and economics holdings, academics in finance and economics, finance and economic professionals.</p>
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Operator Methods for Continuous-Time Markov Processes- Yacine Aït-Sahalia, Lars Peter Hansen
2. Parametric and Nonparametric Volatility Measurement- Torben G. Andersen, Tim Bollerslev, Francis Diebold
3. Nonstationary Continuous-Time Processes- Federico M. Bandi, Peter C.B. Phillips
4. Estimating Functions for Discretely Sampled Diffusion-Type Models- Bo M. Bibby, Martin Jacobsen, Michael Sørensen
5. Portfolio Choice Problems- Michael W. Brandt
6. Heterogeneity and Portfolio Choice: Theory and Evidence- Stephanie E. Curcuru, J. Heaton, Deborah Lucas, Damien Moore
7. Analysis of High Frequency Data- Robert F. Engle, Jeffrey R. Russell
8. Simulated Score Methods and Indirect Inference for Continuous-time Models- A. Ronald Gallant, G. Tauchen
9. The Econometrics of Option Pricing- Rene Garcia, E. Ghysels, Eric Renault
10. Value at Risk- Christian Gourieroux, J. Jasiak
11. Measuring and Modeling Variation in the Risk-Return Tradeoff- Martin Lettau, Sidney C. Ludvigson
12. Affine Term Structure Models- Monika Piazzesi