[下载]金融计量经济学手册 Handbook of Financial Econometrics

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[下载]金融计量经济学手册 Handbook of Financial Econometrics, PDF, 英文原版.

Handbook of Financial Econometrics (Hardcover)
by Y. Ait-Sahalia (Editor)

# Hardcover
# Publisher: Elsevier Science Ltd (January 30, 2009)
# Language: English
# ISBN-10: 044450897X
# ISBN-13: 978-0444508973

Contents:
1、A Theory of Term Structure of Interesting Rates
2、Affine Term Structure Models
3、Analysis of High Frequency Data
4、Estimating Functions for Discretely Sampled Diffusion-Type Models
5、Exotic Options and Levy Processes
6、Heterogeneity and Portfolio Choice- Theory and Evidence
7、Inference for Stochastic Processes
8、MCMC Methods for Financial Econometrics
9、Measureing and Modelling Variation in the Risk-Return Tradeof
10、Nonstationary Continuous-Time Processes
11、Operator Methods for Continuous-Time Markov Processes
12、Option Pricing Bounds and Statistical Uncertainty
13、Parametric and Nonparametric Volatility Measurement
14、Portfolio Choice Problems
15、Simulated Score Methods and Indirect Inference for Continuous
16、Stock Market Trading Volume
17、The Analysis of the Cross Section of Security Returns
18、The Econometrics of Option Pricing
19、Value at Risk

257130.rar (14.39 MB, 需要: 25 个论坛币) 本附件包括：

• 4.Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
• 5.Exotic Options and Levy Processes.pdf
• 6.Heterogeneity and Portfolio Choice Theory and Evidence.pdf
• 7.Inference for Stochastic Processes.pdf
• 8.MCMC Methods for Continuous-Time Financial Econometrics.pdf
• 9.Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
• 10.Nonstationary Continuous-Time Processes.pdf
• 11.Operator Methods for Continuous-Time Markov Processes.pdf
• 12.Option Pricing Bounds and Statistical Uncertainty.pdf
• 13.Parametric and Nonparametric Volatility Measurement.pdf
• 14.Portfolio Choice Problems.pdf
• 15.Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
• 16.Stock Market Trading Volume.pdf
• 17.The Analysis of the Cross Section of Security Returns.pdf
• 18.The Econometrics of Option Pricing.pdf
• 19.Value at Risk.pdf
• 1.A Theory of the Term Structure of Interest Rates1985.pdf
• 2.Affine Term Structure Models.pdf
• 3.Analysis of High Frequency Data.pdf

2008-10-17 15:19:00 上传

[下载]金融计量经济学手册 Handbook of Financial Econometrics
需要: 25 个论坛币  [购买]

[此贴子已经被作者于2008-10-19 15:13:27编辑过]

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关键词：econometrics Econometric financial handbook inancial econometrics handbook 计量经济学 手册 financial

并非Elsevier版，楼主不厚道，请注明为好

不是整册的，楼主确实不厚道，各章的网上早就有了。

如果不是出版社原版，那么楼主的介绍就不厚道了。这本书的WP版本到处可以下载，还用花什么论坛币啊！

 http://home.uchicago.edu/~lhansen/handbook.htm

https://bbs.pinggu.org/a-571144.html
免费的下载链接。

谢谢楼上分享

icapm 发表于 2011-9-9 20:00
https://bbs.pinggu.org/a-571144.html
免费的下载链接。

谢谢

good

看了评论，还是不下了，毕竟都不富裕！

谢谢免费分享链接！