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_d32859
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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