<p></p><p>金融计量学手册&nbsp;&nbsp; 作者来自UCLA，NBER，Columbia，New York等名校和研究机构，不一一列举，<br/>内容如下，每项均为60多页的Lecture.<br/>Content:<br/>Affine Term Structure Models<br/>Analysis of High Freqeuncy Data<br/>Estimating Functions for Discretely Sampled Diffusion-Type Models<br/>Exotic options and Levy processes<br/>Heterogeneity and Portfolio Choice Theory and Evidence<br/>MCMC Methods for Continuous-Time<br/>Measuring and Modeling Variation in the Risk-Return Tradeoff<br/>Nonstationary Continuous-Time Processes<br/>COperator Method for Continuous-Time Markov Processes<br/>Option pricing Bounds and Statistical Uncertainty<br/>Parametric and Nonparametric<br/>Stock Market Trading Volume<br/>The Analysis of the Cross Section<br/>The Econometrics of Option Pricing <br/>VaR<br/></p>