Handbook of financial econometrics. Tools and techniques / Volume 1, (©2010)

• Record Type: Book
• Further Information: Note: Edited by Yacine Aït-Sahalia, Lars Peter Hansen.
• Other Names: Hansen, Lars Peter; Aït-Sahalia, Yacine
• Contents: Front Cover; Handbook of Financial Econometrics: Tools and Techniques; Copyright Page; Contents; List of Contributors; Volume 1: Tools and Techniques; Chapter 1 Operator Methods for Continuous-Time Markov Processes; Chapter 2 Parametric and Nonparametric Volatility Measurement; Chapter 3 Nonstationary Continuous-Time Processes; Chapter 4 Estimating Functions for Discretely Sampled Diffusion-Type Models; Chapter 5 Portfolio Choice Problems; Chapter 6 Heterogeneity and Portfolio Choice: Theory and Evidence; Chapter 7 Analysis of High-Frequency Data.
• Publisher Details: Oxford, UK : Elsevier/North-Holland
• Publication Date: 2010
• Copyright Date: 2010
• Extent: 1 online resource (xxvii, 780 pages), illustrations
• Subjects: 332.01/5195; Finance -- Econometric models; Econometrics; Finance -- Econometric models. Econometrics; BUSINESS & ECONOMICS -- Finance; Econometrics; Finance -- Econometric models
• Languages: English
• ISBNs: 9780080929842; 0080929842
• Related ISBNs: 9780444508973; 044450897X
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.