Handbook of financial econometrics:
Saved in:
| Other Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam
North-Holland/Elsevier
[2010]
|
| Series: | Handbooks in finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 2 v. ill. 25 cm |
| ISBN: | 9780444508973 044450897X 9780444535542 0444535543 (vol. 2) 0444535489 9780444535481 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV043051168 | ||
| 003 | DE-604 | ||
| 005 | 20160120 | ||
| 007 | t | ||
| 008 | 151125s2010 ne a||| |||| 00||| eng d | ||
| 010 | |a 009027187 | ||
| 015 | |a GBA9A9952 |2 dnb | ||
| 020 | |a 9780444508973 |c (v. 1 : hardcover : alk. paper) |9 978-0-444-50897-3 | ||
| 020 | |a 044450897X |c (v. 1 : hardcover : alk. paper) |9 0-444-50897-X | ||
| 020 | |a 9780444535542 |9 978-0-444-53554-2 | ||
| 020 | |a 0444535543 |9 0-444-53554-3 | ||
| 020 | |a (vol. 2) |a 0444535489 |9 0-444-53548-9 | ||
| 020 | |a 9780444535481 |c (vol. 2) |9 978-0-444-53548-1 | ||
| 035 | |a (OCoLC)608730385 | ||
| 035 | |a (DE-599)BVBBV043051168 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a ne |c NL | ||
| 049 | |a DE-91 | ||
| 050 | 0 | |a HG106 | |
| 082 | 0 | |a 332.01/5195 |2 22 | |
| 084 | |a WIR 017f |2 stub | ||
| 084 | |a WIR 527f |2 stub | ||
| 084 | |a MAT 900f |2 stub | ||
| 245 | 1 | 0 | |a Handbook of financial econometrics |c edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| 264 | 1 | |a Amsterdam |b North-Holland/Elsevier |c [2010] | |
| 300 | |a 2 v. |b ill. |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Handbooks in finance | |
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance |x Econometric models | |
| 650 | 4 | |a Econometrics | |
| 700 | 1 | |a Aït-Sahalia, Yacine |0 (DE-588)128764465 |4 edt | |
| 700 | 1 | |a Hansen, Lars Peter |d 1952- |0 (DE-588)130587087 |4 edt | |
| 856 | 4 | 2 | |m LoC Fremddatenuebernahme |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028475521&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028475521 | ||
Record in the Search Index
| _version_ | 1804175420488155136 |
|---|---|
| adam_text | HANDBOOK OF FINANCIAL ECONOMETRICS
/ HANSEN, LARS PETER
: 2009, C2010
TABLE OF CONTENTS / INHALTSVERZEICHNIS
OPERATOR METHODS FOR CONTINUOUS-TIME MARKOV PROCESSES / YACINE
AIT-SAHALIA AND LARS PETER HANSEN
PARAMETRIC AND NONPARAMETRIC VOLATILITY MEASUREMENT / TORBEN G.
ANDERSEN, TIM BOLLERSLEV, AND FRANCIS DIEBOLD
NONSTATIONARY CONTINUOUS-TIME PROCESSES / FEDERICO M. BANDI AND PETER
C.B. PHILLIPS
ESTIMATING FUNCTIONS FOR DISCRETELY SAMPLED DIFFUSION-TYPE MODELS / BO
M. BIBBY, MARTIN JACOBSEN, AND MICHAEL SOERENSEN
PORTFOLIO CHOICE PROBLEMS / MICHAEL W. BRANDT
HETEROGENEITY AND PORTFOLIO CHOICE : THEORY AND EVIDENCE / STEPHANIE E.
CURCURU ... [ET AL.]
ANALYSIS OF HIGH FREQUENCY DATA / ROBERT F. ENGLE AND JEFFREY R. RUSSELL
SIMULATED SCORE METHODS AND INDIRECT INFERENCE FOR CONTINUOUS-TIME
MODELS / A. RONALD GALLANT AND G. TAUCHEN
THE ECONOMETRICS OF OPTION PRICING / RENE GARCIA, E. GHYSELS, AND ERIC
RENAULT
VALUE AT RISK / CHRISTIAN GOURIEROUX AND J. JASIAK
MCMC METHODS FOR CONTINUOUS-TIME FINANCIAL ECONOMETRICS / MICHAEL
JOHANNES AND NICHOLAS POLSON
MEASURING AND MODELING VARIATION IN THE RISK-RETURN TRADEOFF / MARTIN
LETTAU AND SIDNEY C. LUDVIGSON
AFFINE TERM STRUCTURE MODELS / MONIKA PIAZZESI
THE ANALYSIS OF THE CROSS SECTION OF SECURITY RETURNS / RAVI
JAGANNATHAN, GIORGIOS SKOULAKIS, AND ZHENYU WANG
OPTION PRICING BOUNDS AND STATISTICAL UNCERTAINTY / PER A. MYKLAND.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author2 | Aït-Sahalia, Yacine Hansen, Lars Peter 1952- |
| author2_role | edt edt |
| author2_variant | y a s yas l p h lp lph |
| author_GND | (DE-588)128764465 (DE-588)130587087 |
| author_facet | Aït-Sahalia, Yacine Hansen, Lars Peter 1952- |
| building | Verbundindex |
| bvnumber | BV043051168 |
| callnumber-first | H - Social Science |
| callnumber-label | HG106 |
| callnumber-raw | HG106 |
| callnumber-search | HG106 |
| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| classification_tum | WIR 017f WIR 527f MAT 900f |
| ctrlnum | (OCoLC)608730385 (DE-599)BVBBV043051168 |
| dewey-full | 332.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/5195 |
| dewey-search | 332.01/5195 |
| dewey-sort | 3332.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01825nam a2200493 c 4500</leader><controlfield tag="001">BV043051168</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160120 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">151125s2010 ne a||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">009027187</subfield></datafield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">GBA9A9952</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780444508973</subfield><subfield code="c">(v. 1 : hardcover : alk. paper)</subfield><subfield code="9">978-0-444-50897-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">044450897X</subfield><subfield code="c">(v. 1 : hardcover : alk. paper)</subfield><subfield code="9">0-444-50897-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780444535542</subfield><subfield code="9">978-0-444-53554-2</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0444535543</subfield><subfield code="9">0-444-53554-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">(vol. 2)</subfield><subfield code="a">0444535489</subfield><subfield code="9">0-444-53548-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780444535481</subfield><subfield code="c">(vol. 2)</subfield><subfield code="9">978-0-444-53548-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)608730385</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043051168</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">ne</subfield><subfield code="c">NL</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG106</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.01/5195</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 017f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 527f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 900f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Handbook of financial econometrics</subfield><subfield code="c">edited by Yacine Aït-Sahalia, Lars Peter Hansen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Amsterdam</subfield><subfield code="b">North-Holland/Elsevier</subfield><subfield code="c">[2010]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">2 v.</subfield><subfield code="b">ill.</subfield><subfield code="c">25 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Handbooks in finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Aït-Sahalia, Yacine</subfield><subfield code="0">(DE-588)128764465</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Hansen, Lars Peter</subfield><subfield code="d">1952-</subfield><subfield code="0">(DE-588)130587087</subfield><subfield code="4">edt</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">LoC Fremddatenuebernahme</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028475521&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028475521</subfield></datafield></record></collection> |
| id | DE-604.BV043051168 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:16:00Z |
| institution | BVB |
| isbn | 9780444508973 044450897X 9780444535542 0444535543 (vol. 2) 0444535489 9780444535481 |
| language | English |
| lccn | 009027187 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028475521 |
| oclc_num | 608730385 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 2 v. ill. 25 cm |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | North-Holland/Elsevier |
| record_format | marc |
| series2 | Handbooks in finance |
| spelling | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen Amsterdam North-Holland/Elsevier [2010] 2 v. ill. 25 cm txt rdacontent n rdamedia nc rdacarrier Handbooks in finance Includes bibliographical references and index Ökonometrisches Modell Finance Econometric models Econometrics Aït-Sahalia, Yacine (DE-588)128764465 edt Hansen, Lars Peter 1952- (DE-588)130587087 edt LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028475521&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of financial econometrics Ökonometrisches Modell Finance Econometric models Econometrics |
| title | Handbook of financial econometrics |
| title_auth | Handbook of financial econometrics |
| title_exact_search | Handbook of financial econometrics |
| title_full | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_fullStr | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_full_unstemmed | Handbook of financial econometrics edited by Yacine Aït-Sahalia, Lars Peter Hansen |
| title_short | Handbook of financial econometrics |
| title_sort | handbook of financial econometrics |
| topic | Ökonometrisches Modell Finance Econometric models Econometrics |
| topic_facet | Ökonometrisches Modell Finance Econometric models Econometrics |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028475521&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT aitsahaliayacine handbookoffinancialeconometrics AT hansenlarspeter handbookoffinancialeconometrics |