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· 분류 : 외국도서 > 경제경영 > 경제학/경제일반 > 경제일반
· ISBN : 9780444508973
· 쪽수 : 808쪽
· 출판일 : 2009-11-01
목차
1. Operator Methods for Continuous-Time Markov Processes- Yacine Ait-Sahalia, Lars Peter Hansen
2. Parametric and Nonparametric Volatility Measurement- Torben G. Andersen, Tim Bollerslev, Francis Diebold
3. Nonstationary Continuous-Time Processes- Federico M. Bandi, Peter C.B. Phillips
4. Estimating Functions for Discretely Sampled Diffusion-Type Models- Bo M. Bibby, Martin Jacobsen, Michael Sørensen
5. Portfolio Choice Problems- Michael W. Brandt
6. Heterogeneity and Portfolio Choice: Theory and Evidence- Stephanie E. Curcuru, J. Heaton, Deborah Lucas, Damien Moore
7. Analysis of High Frequency Data- Robert F. Engle, Jeffrey R. Russell
8. Simulated Score Methods and Indirect Inference for Continuous-time Models- A. Ronald Gallant, G. Tauchen
9. The Econometrics of Option Pricing- Rene Garcia, E. Ghysels, Eric Renault
10. Value at Risk- Christian Gourieroux, J. Jasiak
11.?Measuring and Modeling Variation in the Risk-Return Tradeoff- Martin Lettau, Sidney C. Ludvigson
12. Affine Term Structure Models- Monika Piazzesi
