Lien ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780080929842

Sommaire : Contributors: Yacine Aït-Sahalia, Lars Peter Hansen, TJosé A.Scheinkman, Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Federico M. Bandi, Peter C.B. Phillips, Bo Martin Bibby, Martin Jacobsen, Michael Sørensen, Stephanie E. Curcuru, John Heaton, Deborah Lucas, Damien Moore, Robert F. Engle, Jeffrey R. Russell, A. Ronald Gallant, George Tauchen, René Garcia, Eric Ghysels, Eric Renault, Christian Gourieroux, Joann Jasiak, Martin Lettau, Sidney C. Ludvigson, Monika Piazzesi, Michael W. Brandt.

Contents
1. Operator Methods for Continuous-Time Markov Processes

2. Parametric and Nonparametric Volatility Measurement

3. Nonstationary Continuous-Time Processes

4. Estimating Functions for Discretely Sampled Diffusion-Type Models
5. Portfolio Choice Problems

6. Heterogeneity and Portfolio Choice: Theory and Evidence
7. Analysis of High Frequency Data

8. Simulated Score Methods and Indirect Inference for Continuous-time Models

9. The Econometrics of Option Pricing

10. Value at Risk

11. Measuring and Modeling Variation in the Risk-Return Trade-off
12. Affine Term Structure Models

Langue : Anglais

Collection : HANDBOOKS IN FINANCE

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque