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文件名:  3271.rar
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<P><B><I>Edited by Yacine Ait-Sahalia and Lars Peter Hansen</I></B></P>
<P><B>(PRELIMINARY CONTRIBUTIONS)</P></B>
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<P><B>Operator Methods for Continuous-Time Markov Processes </B><a href="http://home.uchicago.edu/~lhansen/ahs082104.pdf" target="_blank" ><FONT color=#0000ff>[pdf file]</FONT></A></P>
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<P>Chapter by Yacine Ait-Sahalia, L.P. Hansen and J. Scheinkman (August 2004).</P>
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<P><B>Parametric and Nonparametric Volatility Measurement </B><a href="http://home.uchicago.edu/~lhansen/abd_handbook_101304.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Torben G. Andersen, T. Bollerslev and F. X. Diebold (July 2002).</P>
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<P><B>Nonstationary</B><B> Continuous-Time Processes</B> <a href="http://home.uchicago.edu/~lhansen/bandi.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Federico M. Bandi and P.C.B. Phillips (May 2002).







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<P><B>Estimating Functions for Discretely Sampled Diffusion-Type Models </B><a href="http://home.uchicago.edu/~lhansen/estfct3.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Bo M. Bibby, M. Jacobsen and M. Sorensen (July 2004).







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<P><B>Portfolio Choice Problems </B><a href="http://home.uchicago.edu/~lhansen/portreview.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Michael W. Brandt (August 2004).







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<P><B>Heterogeneity and Portfolio Choice: Theory and Evidence </B><a href="http://home.uchicago.edu/~lhansen/handbook12.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Stephanie Curcuru, J. Heaton, D. Lucas and D. Moore (September 2004).







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<P><B>Analysis of High Frequency Data </B><a href="http://home.uchicago.edu/~lhansen/hfdata1.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Robert F. Engle and J.R. Russell (October 2002).







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<P><B>Simulated Score Methods and Indirect Inference for Continuous-time Models </B><a href="http://home.uchicago.edu/~lhansen/hb.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by A. Ronald Gallant and G. Tauchen (March 2002).







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<P><B>The Econometrics of Option Pricing</B> <a href="http://home.uchicago.edu/~lhansen/survey2003073.pdf" target="_blank" >[pdf file]</A>






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<P>Chapter by Rene Garcia, E. Ghysels and E. Renault (August 2003).







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<P><B>Value at Risk</B> <a href="http://home.uchicago.edu/~lhansen/ait.pdf" target="_blank" >[pdf file]</A>






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<P>Chapter by Christian Gourieroux and J. Jasiak (August 2001).







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<P><B>Inference for Stochastic Processes </B><a href="http://home.uchicago.edu/~lhansen/Jacod_Inference.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Jean Jacod.







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<P><B>The Analysis of the Cross Section of Security Returns </B><a href="http://home.uchicago.edu/~lhansen/HandBook-JSW-Oct-14-02.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by <st1:place>Ravi</st1:place> Jagannathan, G. Skoulakis and Z. Wang (October 2002).







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<P><B>MCMC Methods for Continuous-Time Financial Econometrics </B><a href="http://home.uchicago.edu/~lhansen/JP_handbook.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Michael Johannes and N. Polson (December 2003).







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<P><B>Measuring and Modeling Variation in the Risk-Return Tradeoff </B><a href="http://home.uchicago.edu/~lhansen/handbook.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Martin Lettau and S. C. Ludvigson (December 2003).







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<P><B>Stock Market Trading Volume</B> <a href="http://home.uchicago.edu/~lhansen/vol4-4.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Andrew W. Lo and J. Wang (September 2001).</P>
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<P><B>Option Pricing Bounds and Statistical Uncertainty </B><a href="http://home.uchicago.edu/~lhansen/handbook_mykland_0930.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Per A. Mykland (September 2003).







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<P><B>Exotic Options and Levy Processes </B><a href="http://home.uchicago.edu/~lhansen/mainchapter1.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Laurent Nguyen-Ngoc and M. Yor (January 2002).







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<P><B>Affine Term Structure Models</B> <a href="http://home.uchicago.edu/~lhansen/s.pdf" target="_blank" >[pdf file]</A></P>
<P>Chapter by Monika Piazzesi (March 2004).







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[此贴子已经被作者于2004-12-31 2:27:29编辑过]


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