Handbook of Financial Econometrics Set (Hardcover)

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- Christian Gourieroux 11. Measuring and Modeling Variation in the Risk-Return Tradeoff 12. Affine Term Structure Models 1. MCMC Methods for Continuous-Time Financial Econometrics 2. The Analysis of the Cross Section of Security Returns 3. Option Pricing Bounds and Statistical Uncertainty 4. Inference for Stochastic Processes 5. Stock market Trading Volume