Applications
著者
書誌事項
Applications
（Handbooks in finance / series editor, William T. Ziemba, . Handbook of financial econometrics ; v. 2）
North-Holland, c2010
大学図書館所蔵 件 / 全42件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Set ISBN for "Handbook of financial econometrics": 9780444535542
Includes bibliographical references and index
内容説明・目次
内容説明
Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.
目次
1. MCMC Methods for Continuous-Time Financial Econometrics- Michael Johannes, Nicholas Polson
2. The Analysis of the Cross Section of Security Returns- Ravi Jagannathan, Giorgios Skoulakis, Zhenyu Wang
3. Option Pricing Bounds and Statistical Uncertainty- Per A. Mykland
4. Inference for Stochastic Processes- Jean Jacod
5. Stock market Trading Volume- Andrew W. Lo, Jiang Wang
「Nielsen BookData」 より