Handbook of Financial Econometrics, Vol 1: Tools and Techniques Book

Name: Handbook of Financial Econometrics, Vol 1: Tools and Techniques,
Brand: Elsevier
SKU: 9780444508973
Price: 149.95 USD
Availability: InStock
Rating: 3.5 (2 reviews)

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Handbook of Financial Econometrics, Vol 1: Tools and Techniques, , Handbook of Financial Econometrics, Vol 1: Tools and Techniques

3.5 out of 5 stars based on 2 reviews

Handbook of Financial Econometrics, Vol 1: Tools and Techniques
Written by author Yacine Ait-Sahalia
Published by Elsevier Science, September 2009
Fundamental econometric techniques and tools form the basis of this first volume on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, among these techniques and tools are Markov processes, a sys

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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

Title: Handbook of Financial Econometrics, Vol 1: Tools and Techniques

Manufacturer:

Elsevier

Item Number: 9780444508973

Publication Date: September 2009

Number: 1

Product Description: Full Name: Handbook of Financial Econometrics, Vol 1: Tools and Techniques; Short Name:Handbook of Financial Econometrics, Vol 1

Universal Product Code (UPC): 9780444508973

WonderClub Stock Keeping Unit (WSKU): 9780444508973

Rating: 3.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/89/73/9780444508973.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 0.000 cm (0.00 inches)

Heigh : 0.000 cm (0.00 inches)

Depth: 0.000 cm (0.00 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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$149.95	Digital	Arrives between May 14 - Jun 13 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (9297 total ratings)

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Timothy Saari

reviewed Handbook of Financial Econometrics, Vol 1: Tools and Techniques on April 17, 2011

Handbook of Financial Econometrics, Vol 1: Tools and Techniques

Good book. the concepts being presented in language that is easy to understand

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