Coverart for item
The Resource Handbook of financial econometrics, edited by Yacine Aït-Sahalia, Lars Peter Hansen

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

Label
Handbook of financial econometrics
Title
Handbook of financial econometrics
Statement of responsibility
edited by Yacine Aït-Sahalia, Lars Peter Hansen
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Aït-Sahalia, Yacine
  • Hansen, Lars Peter
Series statement
Handbooks in finance
http://library.link/vocab/subjectName
  • Finance
  • Econometrics
Label
Handbook of financial econometrics, edited by Yacine Aït-Sahalia, Lars Peter Hansen
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • v. 1.
  • Tools and techniques -- v. 2.
  • Applications
  • Operator methods for continuous-time markov processes / Yacine Aït-Sahalia and Lars Peter Hansen -- Parametric and nonparametric volatility measurement / Torben G. Andersen, Tim Bollerslev, and Francis Diebold -- Nonstationary continuous-time processes / Federico M. Bandi and Peter C.B. Phillips -- Estimating functions for discretely sampled diffusion-type models / Bo M. Bibby, Martin Jacobsen, and Michael Sørensen -- Portfolio choice problems / Michael W. Brandt -- Heterogeneity and portfolio choice : theory and evidence / Stephanie E. Curcuru ... [et al.] -- Analysis of high frequency data / Robert F. Engle and Jeffrey R. Russell -- Simulated score methods and indirect inference for continuous-time models / A. Ronald Gallant and G. Tauchen -- The
  • econometrics of option pricing / Rene Garcia, E. Ghysels, and Eric Renault -- Value at risk / Christian Gourieroux and J. Jasiak -- MCMC methods for continuous-time financial econometrics / Michael Johannes and Nicholas Polson -- Measuring and modeling variation in the risk-return tradeoff / Martin Lettau and Sidney C. Ludvigson -- Affine term structure models / Monika Piazzesi -- The
  • analysis of the cross section of security returns / Ravi Jagannathan, Giorgios Skoulakis, and Zhenyu Wang -- Option pricing bounds and statistical uncertainty / Per A. Mykland
Control code
FIEb13487681
Dimensions
25 cm.
Extent
2 volumes
Isbn
9780444535481
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)436310627
Label
Handbook of financial econometrics, edited by Yacine Aït-Sahalia, Lars Peter Hansen
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • v. 1.
  • Tools and techniques -- v. 2.
  • Applications
  • Operator methods for continuous-time markov processes / Yacine Aït-Sahalia and Lars Peter Hansen -- Parametric and nonparametric volatility measurement / Torben G. Andersen, Tim Bollerslev, and Francis Diebold -- Nonstationary continuous-time processes / Federico M. Bandi and Peter C.B. Phillips -- Estimating functions for discretely sampled diffusion-type models / Bo M. Bibby, Martin Jacobsen, and Michael Sørensen -- Portfolio choice problems / Michael W. Brandt -- Heterogeneity and portfolio choice : theory and evidence / Stephanie E. Curcuru ... [et al.] -- Analysis of high frequency data / Robert F. Engle and Jeffrey R. Russell -- Simulated score methods and indirect inference for continuous-time models / A. Ronald Gallant and G. Tauchen -- The
  • econometrics of option pricing / Rene Garcia, E. Ghysels, and Eric Renault -- Value at risk / Christian Gourieroux and J. Jasiak -- MCMC methods for continuous-time financial econometrics / Michael Johannes and Nicholas Polson -- Measuring and modeling variation in the risk-return tradeoff / Martin Lettau and Sidney C. Ludvigson -- Affine term structure models / Monika Piazzesi -- The
  • analysis of the cross section of security returns / Ravi Jagannathan, Giorgios Skoulakis, and Zhenyu Wang -- Option pricing bounds and statistical uncertainty / Per A. Mykland
Control code
FIEb13487681
Dimensions
25 cm.
Extent
2 volumes
Isbn
9780444535481
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)436310627

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...