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

eISBN : 9780444535498

Contents : Contributors: Michael Johannes, Nicholas Polson, Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang, Per A. Mykland, Jean Jacod, Andrew W. Lo, Jiang Wang.

13. MCMC Methods for Continuous-Time Financial Econometrics
14. The Analysis of the Cross Section of Security Returns
15. Option Pricing Bounds and Statistical Uncertainty: using econometrics to find an exit strategy in derivatives trading
16. Inference for Stochastic Processes
17. Stock market Trading Volume
Conclusion

Language : English

Series : HANDBOOKS IN FINANCE

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque