发帖
雷达卡
Edited by Yacine Ait-Sahalia and Lars Peter Hansen
(PRELIMINARY CONTRIBUTIONS)
Operator Methods for Continuous-Time Markov Processes [pdf file]
Chapter by Yacine Ait-Sahalia, L.P. Hansen and J. Scheinkman (August 2004).
Parametric and Nonparametric Volatility Measurement [pdf file]
Chapter by Torben G. Andersen, T. Bollerslev and F. X. Diebold (July 2002).
Nonstationary Continuous-Time Processes [pdf file]
Chapter by Federico M. Bandi and P.C.B. Phillips (May 2002).
Estimating Functions for Discretely Sampled Diffusion-Type Models [pdf file]
Chapter by Bo M. Bibby, M. Jacobsen and M. Sorensen (July 2004).
Portfolio Choice Problems [pdf file]
Chapter by Michael W. Brandt (August 2004).
Heterogeneity and Portfolio Choice: Theory and Evidence [pdf file]
Chapter by Stephanie Curcuru, J. Heaton, D. Lucas and D. Moore (September 2004).
Analysis of High Frequency Data [pdf file]
Chapter by Robert F. Engle and J.R. Russell (October 2002).
Simulated Score Methods and Indirect Inference for Continuous-time Models [pdf file]
Chapter by A. Ronald Gallant and G. Tauchen (March 2002).
The Econometrics of Option Pricing [pdf file]
Chapter by Rene Garcia, E. Ghysels and E. Renault (August 2003).
Value at Risk [pdf file]
Chapter by Christian Gourieroux and J. Jasiak (August 2001).
Inference for Stochastic Processes [pdf file]
Chapter by Jean Jacod.
The Analysis of the Cross Section of Security Returns [pdf file]
Chapter by
MCMC Methods for Continuous-Time Financial Econometrics [pdf file]
Chapter by Michael Johannes and N. Polson (December 2003).
Measuring and Modeling Variation in the Risk-Return Tradeoff [pdf file]
Chapter by Martin Lettau and S. C. Ludvigson (December 2003).
Stock Market Trading Volume [pdf file]
Chapter by Andrew W. Lo and J. Wang (September 2001).
Option Pricing Bounds and Statistical Uncertainty [pdf file]
Chapter by Per A. Mykland (September 2003).
Exotic Options and Levy Processes [pdf file]
Chapter by Laurent Nguyen-Ngoc and M. Yor (January 2002).
Affine Term Structure Models [pdf file]
Chapter by Monika Piazzesi (March 2004).
3247.rar
(382.26 KB)
本附件包括：
3248.rar
(284.34 KB)
本附件包括：
3251.rar
(366.71 KB)
本附件包括：- Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
3252.rar
(3.98 MB)
本附件包括：- Portfolio Choice Problems.pdf
3262.rar
(154.85 KB)
本附件包括：- Heterogeneity and Portfolio Choice Theory and Evidence.pdf
3263.rar
(248.84 KB)
本附件包括：- Analysis of High Freqeuncy Data.pdf
3264.rar
(623.53 KB)
本附件包括：- The Econometrics of Option Pricing.pdf
3265.rar
(405.27 KB)
本附件包括：- VaR.pdf
3266.rar
(2.15 MB)
本附件包括：- Jacod_Inference.pdf
3267.rar
(359.47 KB)
本附件包括：- The Analysis of the Cross Section.pdf
3268.rar
(798.47 KB)
本附件包括：- MCMC Methods for Continuous-Time.pdf
3269.rar
(349.63 KB)
本附件包括：- Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
3270.rar
(659.9 KB)
本附件包括：- Stock Market Trading Volume.pdf
3271.rar
(326.3 KB)
本附件包括：- 期权价格和统计上的不确定性.pdf
3272.rar
(266.82 KB)
本附件包括：- Exotic options and Levy processes.pdf
3274.rar
(616.66 KB)
本附件包括：- Affine Term Structure Models.pdf
6489.rar
(96.6 KB)
本附件包括：- Nonstationary Continuous-Time Processes.pdf
[此贴子已经被作者于2004-12-31 2:27:29编辑过]
第二、三重复了，没有Nonstationary Continuous-Time Processes 这篇
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