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_c200045687 _d32859 |
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| 003 | TR-AnTOB | ||
| 005 | 20200406194251.0 | ||
| 008 | 121107p20102011ne 001 0 | ||
| 020 | _a9780444508973 (v. 1 : hardcover : alk. paper) | ||
| 040 |
_aDLC _cDLC _dTR-AnTOB |
||
| 041 | _aeng | ||
| 050 | 0 | 0 |
_aHG106 _b.H36 2011 |
| 090 | _aHG106 .H36 2011 | ||
| 245 | 0 | 0 |
_aHandbook of financial econometrics / _cedited by Yacine Aït-Sahalia, Lars Peter Hansen. |
| 264 | 1 |
_aAmsterdam ; _aBoston : _bNorth-Holland/Elsevier, _cc2010 2011 |
|
| 300 |
_av. <1- > : _bill. ; _c25 cm. |
||
| 490 | 0 | _aHandbooks in finance | |
| 500 | _av. 1. Tools and techniques | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | _aI.Operator methods for continuous-time Markow processes -- II.Parametric and nonparametric volatility measurement -- III.Nonstationary continuous-Time processes -- IV.Estimating functions for discretely sampled diffusion-Type models -- V.Portfolio choice problems -- VI.Heterogeneity and portfolio choice:Theory and evidence -- VII.Analysis of high-frequency data -- VIII.Simulated score methods and inderect inference for continuous - time models -- IX.The econometrics of option pricing -- X.Value at risk -- XI.Measuring and modeling variation in the risk-return trade-0ff -- XII.Affine term structure models. | ||
| 650 | 0 |
_aFinans _zTürkiye _xEkonometrik modeller _919696 |
|
| 650 | 0 |
_aFinance _zTurkey _xEconometric models _919698 |
|
| 650 | 0 |
_aEkonometri _9312 |
|
| 650 | 0 |
_aEconometrics _9246 |
|
| 700 | 1 |
_aHansen, Lars Peter _922299 |
|
| 700 | 1 |
_aAït-Sahalia, Yacine _984640 |
|
| 942 | _cBK | ||