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文件名:  222533.rar
资料下载链接地址: https://bbs.pinggu.org/a-222533.html
本附件包括：
  • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
  • Inference for Stochastic Processes.pdf
  • MCMC Methods for Continuous-Time Financial Econometrics.pdf
  • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
  • Nonstationary Continuous-Time Processes.pdf
  • Operator Methods for Continuous-Time Markov Processes.pdf
  • Option Pricing Bounds and Statistical Uncertainty.pdf
  • Parametric and Nonparametric Volatility Measurement.pdf
  • Portfolio Choice Problems.pdf
  • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
  • Stock Market Trading Volume.pdf
  • The Analysis of the Cross Section of Security Returns.pdf
  • The Econometrics of Option Pricing.pdf
  • Value at Risk.pdf
  • Affine Term Structure Models.pdf
  • Analysis of High Frequency Data.pdf
  • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
  • Exotic Options and Levy Processes.pdf
附件大小:
12.55 MB   举报本内容
<p><br/>Handbook of Financial Econometrics<br/>Edited by Yacine Ait-Sahalia and Lars Peter Hansen</p><p>(PRELIMINARY CONTRIBUTIONS)</p><p><br/>--------------------------------------------------------------------------------</p><p>Operator Methods for Continuous-Time Markov Processes [pdf file]</p><p>Chapter by Yacine Ait-Sahalia, L.P. Hansen and J. Scheinkman (August 2004).</p><p><br/>--------------------------------------------------------------------------------</p><p>Parametric and Nonparametric Volatility Measurement [pdf file]</p><p>Chapter by Torben G. Andersen, T. Bollerslev and F. X. Diebold (July 2002).</p><p><br/>--------------------------------------------------------------------------------</p><p>Nonstationary Continuous-Time Processes [pdf file]</p><p>Chapter by Federico M. Bandi and P.C.B. Phillips (May 2002).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Estimating Functions for Discretely Sampled Diffusion-Type Models [pdf file]</p><p>Chapter by Bo M. Bibby, M. Jacobsen and M. Sorensen (July 2004).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Portfolio Choice Problems [pdf file]</p><p>Chapter by Michael W. Brandt (August 2004).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Heterogeneity and Portfolio Choice: Theory and Evidence [pdf file]</p><p>Chapter by Stephanie Curcuru, J. Heaton, D. Lucas and D. Moore (September 2004).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Analysis of High Frequency Data [pdf file]</p><p>Chapter by Robert F. Engle and J.R. Russell (October 2002).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Simulated Score Methods and Indirect Inference for Continuous-time Models [pdf file]</p><p>Chapter by A. Ronald Gallant and G. Tauchen (March 2002).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p> </p><p>The Econometrics of Option Pricing [pdf file]</p><p> </p><p>Chapter by Rene Garcia, E. Ghysels and E. Renault (August 2003).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p> </p><p>Value at Risk [pdf file]</p><p> </p><p>Chapter by Christian Gourieroux and J. Jasiak (August 2001).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Inference for Stochastic Processes [pdf file]</p><p>Chapter by Jean Jacod.</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>The Analysis of the Cross Section of Security Returns [pdf file]</p><p>Chapter by Ravi Jagannathan, G. Skoulakis and Z. Wang (October 2002).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>MCMC Methods for Continuous-Time Financial Econometrics [pdf file]</p><p>Chapter by Michael Johannes and N. Polson (December 2003).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Measuring and Modeling Variation in the Risk-Return Tradeoff [pdf file]</p><p>Chapter by Martin Lettau and S. C. Ludvigson (December 2003).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Stock Market Trading Volume [pdf file]</p><p>Chapter by Andrew W. Lo and J. Wang (September 2001).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Option Pricing Bounds and Statistical Uncertainty [pdf file]</p><p>Chapter by Per A. Mykland (September 2003).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Exotic Options and Levy Processes [pdf file]</p><p>Chapter by Laurent Nguyen-Ngoc and M. Yor (January 2002).</p><p> </p><p><br/>--------------------------------------------------------------------------------</p><p>Affine Term Structure Models [pdf file]</p><p>Chapter by Monika Piazzesi (March 2004).<br/></p>


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