Handbook of financial econometrics
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| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
North-Holland/Elsevier
[2010]
|
| Schriftenreihe: | Handbooks in finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 245 | 1 | 0 | |a Handbook of financial econometrics |c edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| 264 | 1 | |a Amsterdam |b North-Holland/Elsevier |c [2010] | |
| 300 | |a 2 v. |b ill. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Handbooks in finance | |
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance |x Econometric models | |
| 650 | 4 | |a Econometrics | |
| 700 | 1 | |a Aït-Sahalia, Yacine |0 (DE-588)128764465 |4 edt | |
| 700 | 1 | |a Hansen, Lars Peter |d 1952- |0 (DE-588)130587087 |4 edt | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0002/WIR 017f 2016 A 553-1 |
|---|---|
| DE-BY-TUM_katkey | 2150894 |
| DE-BY-TUM_media_number | 040008091785 |
| _version_ | 1816714152698183680 |
| adam_text | HANDBOOK OF FINANCIAL ECONOMETRICS
/ HANSEN, LARS PETER
: 2009, C2010
TABLE OF CONTENTS / INHALTSVERZEICHNIS
OPERATOR METHODS FOR CONTINUOUS-TIME MARKOV PROCESSES / YACINE
AIT-SAHALIA AND LARS PETER HANSEN
PARAMETRIC AND NONPARAMETRIC VOLATILITY MEASUREMENT / TORBEN G.
ANDERSEN, TIM BOLLERSLEV, AND FRANCIS DIEBOLD
NONSTATIONARY CONTINUOUS-TIME PROCESSES / FEDERICO M. BANDI AND PETER
C.B. PHILLIPS
ESTIMATING FUNCTIONS FOR DISCRETELY SAMPLED DIFFUSION-TYPE MODELS / BO
M. BIBBY, MARTIN JACOBSEN, AND MICHAEL SOERENSEN
PORTFOLIO CHOICE PROBLEMS / MICHAEL W. BRANDT
HETEROGENEITY AND PORTFOLIO CHOICE : THEORY AND EVIDENCE / STEPHANIE E.
CURCURU ... [ET AL.]
ANALYSIS OF HIGH FREQUENCY DATA / ROBERT F. ENGLE AND JEFFREY R. RUSSELL
SIMULATED SCORE METHODS AND INDIRECT INFERENCE FOR CONTINUOUS-TIME
MODELS / A. RONALD GALLANT AND G. TAUCHEN
THE ECONOMETRICS OF OPTION PRICING / RENE GARCIA, E. GHYSELS, AND ERIC
RENAULT
VALUE AT RISK / CHRISTIAN GOURIEROUX AND J. JASIAK
MCMC METHODS FOR CONTINUOUS-TIME FINANCIAL ECONOMETRICS / MICHAEL
JOHANNES AND NICHOLAS POLSON
MEASURING AND MODELING VARIATION IN THE RISK-RETURN TRADEOFF / MARTIN
LETTAU AND SIDNEY C. LUDVIGSON
AFFINE TERM STRUCTURE MODELS / MONIKA PIAZZESI
THE ANALYSIS OF THE CROSS SECTION OF SECURITY RETURNS / RAVI
JAGANNATHAN, GIORGIOS SKOULAKIS, AND ZHENYU WANG
OPTION PRICING BOUNDS AND STATISTICAL UNCERTAINTY / PER A. MYKLAND.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author2 | Aït-Sahalia, Yacine Hansen, Lars Peter 1952- |
| author2_role | edt edt |
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| author_GND | (DE-588)128764465 (DE-588)130587087 |
| author_facet | Aït-Sahalia, Yacine Hansen, Lars Peter 1952- |
| building | Verbundindex |
| bvnumber | BV043051168 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_tum | WIR 017f WIR 527f MAT 900f |
| ctrlnum | (OCoLC)608730385 (DE-599)BVBBV043051168 |
| dewey-full | 332.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/5195 |
| dewey-search | 332.01/5195 |
| dewey-sort | 3332.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV043051168 |
| illustrated | Illustrated |
| indexdate | 2024-11-25T17:51:13Z |
| institution | BVB |
| isbn | 9780444508973 044450897X 9780444535542 0444535543 (vol. 2) 0444535489 9780444535481 |
| language | English |
| lccn | 009027187 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028475521 |
| oclc_num | 608730385 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 2 v. ill. 25 cm |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | North-Holland/Elsevier |
| record_format | marc |
| series2 | Handbooks in finance |
| spellingShingle | Handbook of financial econometrics Ökonometrisches Modell Finance Econometric models Econometrics |
| title | Handbook of financial econometrics |
| title_auth | Handbook of financial econometrics |
| title_exact_search | Handbook of financial econometrics |
| title_full | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_fullStr | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_full_unstemmed | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_short | Handbook of financial econometrics |
| title_sort | handbook of financial econometrics |
| topic | Ökonometrisches Modell Finance Econometric models Econometrics |
| topic_facet | Ökonometrisches Modell Finance Econometric models Econometrics |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028475521&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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