Become a Readings Member to make your shopping experience even easier. Sign in or sign up for free!

Become a Readings Member. Sign in or sign up for free!

Hello Readings Member! Go to the member centre to view your orders, change your details, or view your lists, or sign out.

Hello Readings Member! Go to the member centre or sign out.

Cart ⚙️
Home / Handbook of Financial Econometrics: Tools and Techniques
Handbook of Financial Econometrics: Tools and Techniques
Hardback

Handbook of Financial Econometrics: Tools and Techniques

$264.95
Add to wishlist
Sign in or become a Readings Member to add this title to your wishlist.

7 ½ X 9 ¼ in 1. Operator Methods for Continuous-Time Markov Processes- Yacine A t- Sahalia, Lars Peter Hansen

  1. Parametric and Nonparametric Vol atility Measurement- Torben G. Andersen, Tim Bollerslev, Francis Diebold

  2. Nonstationary Continuous-Time Processes- Federico M. Bandi , Peter C.B. Phillips

  3. Estimating Functions for Discretely S ampled Diffusion-Type Models- Bo M. Bibby, Martin Jacobsen, Michael S re nsen

  4. Portfolio Choice Problems- Michael W. Brandt

  5. Heterogeneity and Portfolio Choice: Theory and Evidence- Stephanie E . Curcuru, J. Heaton, Deborah Lucas, Damien Moore

  6. Analysis of High Frequency Data- Robert F. Engle, Jeffrey R. Russell

  7. Simulated Score Methods and Indirect Inference for Continuous-time Mode ls- A. Ronald Gallant, G. Tauchen

  8. The Econometrics of Optio n Pricing- Rene Garcia, E. Ghysels, Eric Renault

  9. Value at Risk- Christian Gourieroux, J. Jasiak

  10. Measuring and Modeli ng Variation in the Risk-Return Tradeoff- Martin Lettau, Sidney C. Ludvi gson

  11. Affine Term Structure Models- Monika Piazzesi

Read More
In Shop
Out of stock
Shipping & Delivery

$9.00 standard shipping within Australia
FREE standard shipping within Australia for orders over $100.00
Express & International shipping calculated at checkout

MORE INFO
Format
Hardback
Publisher
Elsevier Science & Technology
Country
United States
Date
19 October 2009
Pages
808
ISBN
9780444508973

7 ½ X 9 ¼ in 1. Operator Methods for Continuous-Time Markov Processes- Yacine A t- Sahalia, Lars Peter Hansen

  1. Parametric and Nonparametric Vol atility Measurement- Torben G. Andersen, Tim Bollerslev, Francis Diebold

  2. Nonstationary Continuous-Time Processes- Federico M. Bandi , Peter C.B. Phillips

  3. Estimating Functions for Discretely S ampled Diffusion-Type Models- Bo M. Bibby, Martin Jacobsen, Michael S re nsen

  4. Portfolio Choice Problems- Michael W. Brandt

  5. Heterogeneity and Portfolio Choice: Theory and Evidence- Stephanie E . Curcuru, J. Heaton, Deborah Lucas, Damien Moore

  6. Analysis of High Frequency Data- Robert F. Engle, Jeffrey R. Russell

  7. Simulated Score Methods and Indirect Inference for Continuous-time Mode ls- A. Ronald Gallant, G. Tauchen

  8. The Econometrics of Optio n Pricing- Rene Garcia, E. Ghysels, Eric Renault

  9. Value at Risk- Christian Gourieroux, J. Jasiak

  10. Measuring and Modeli ng Variation in the Risk-Return Tradeoff- Martin Lettau, Sidney C. Ludvi gson

  11. Affine Term Structure Models- Monika Piazzesi

Read More
Format
Hardback
Publisher
Elsevier Science & Technology
Country
United States
Date
19 October 2009
Pages
808
ISBN
9780444508973

Looking for something in particular?

Search our extensive online catalogue.