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Handbook of financial econometrics

Yacine Aït-Sahalia, Lars Peter Hansen

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20 Books Similar to Handbook of financial econometrics by Yacine Aït-Sahalia

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Closed-form likelihood expansions for multivariate diffusions by Yacine Aït-Sahalia

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Dynamic equilibrium and volatility in financial asset markets by Yacine Aït-Sahalia

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Handbook of financial econometrics by Yacine Aït-Sahalia

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Handbook of financial econometrics tools and techniques by Yacine Aït-Sahalia

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Handbook of financial econometrics tools and techniques by Yacine Aït-Sahalia

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Nonparametric estimation of state-price densities implicit in financial asset prices by Yacine Aït-Sahalia

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Nonparametric pricing of interest rate derivative securities by Yacine Aït-Sahalia

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Telling from discrete data whether the underlying continuous-time model is a diffusion by Yacine Aït-Sahalia

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Testing continuous-time models of the spot interest rate by Yacine Aït-Sahalia

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Handbook of financial econometrics by Yacine Aït-Sahalia

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Handbook of financial econometrics tools and techniques by Yacine Aït-Sahalia

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