[下载]金融计量经济学手册 Handbook of Financial Econometrics, PDF, 英文原版.

Handbook of Financial Econometrics (Hardcover)
by Y. Ait-Sahalia (Editor)

# Hardcover
# Publisher: Elsevier Science Ltd (January 30, 2009)
# Language: English
# ISBN-10: 044450897X
# ISBN-13: 978-0444508973

Contents:
1、A Theory of Term Structure of Interesting Rates
2、Affine Term Structure Models
3、Analysis of High Frequency Data
4、Estimating Functions for Discretely Sampled Diffusion-Type Models
5、Exotic Options and Levy Processes
6、Heterogeneity and Portfolio Choice- Theory and Evidence
7、Inference for Stochastic Processes
8、MCMC Methods for Financial Econometrics
9、Measureing and Modelling Variation in the Risk-Return Tradeof
10、Nonstationary Continuous-Time Processes
11、Operator Methods for Continuous-Time Markov Processes
12、Option Pricing Bounds and Statistical Uncertainty
13、Parametric and Nonparametric Volatility Measurement
14、Portfolio Choice Problems
15、Simulated Score Methods and Indirect Inference for Continuous
16、Stock Market Trading Volume
17、The Analysis of the Cross Section of Security Returns
18、The Econometrics of Option Pricing
19、Value at Risk

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