Handbook of Financial Econometrics(Vol. 1) - Tools and Techniques正式高清版
Copyright © 2010, Elsevier B.V. All rights reserved
1 Operator Methods for Continuous-Time Markov Processes 1
2 Parametric and Nonparametric Volatility Measurement 67
3 Nonstationary Continuous-Time Processes
4 Estimating Functions for Discretely Sampled Diffusion-Type Models 203
5 Portfolio Choice Problems 269
6 Heterogeneity and Portfolio Choice: Theory and Evidence 337
7 Analysis of High-Frequency Data 383
8 Simulated Score Methods and Indirect Inference for Continuous-time Models 427
9 The Econometrics of Option Pricing 479
10 Value at Risk 553
11 Measuring and Modeling Variation in the Risk-Return Trade-off 617
12 Affine Term Structure Models 691
Index 767


雷达卡




京公网安备 11010802022788号







