An introduction to a five-volume collection of papers on financial econometrics

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This is an introduction to a five-volume collection of papers on financial econometrics published by Edward Elgar Publishers in 2007. It is written by Andrew W. Lo, Harris & Harris Group Professor, MIT, in 2006.

In these five volumes , the most influential papers of financial econometrics have been collected, spanning four decades and five distinct subfields.

1. statistical models of asset returns
2. static asset-pricing models
3. dynamic asset-pricing models
4. continuous-time methods and market microstructure
5. statistical methods and non-standard finance

The end of the paper lists unanswered research questions that financial econometrics has produced so far.

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关键词：econometrics introduction Econometric troduction Collection 资料共享

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这个导论在罗闻全主页就有

midi51 发表于 2011-11-9 13:34
我以为搞到了那五卷的下载呢

额==原来是这样==

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typicallibra 发表于 2011-11-9 23:35
额==原来是这样==

放在这方便大家吧，想收一点辛苦费下其他东西呵，想下书籍木有论坛币诶……

赫赫 理解理解   其实这些都是已经发表的文章组成的论文集  搞到文集的目录 对照下载其中的文章即可