| EAN: | 9780444508973 |
|---|---|
| Sachgruppe: | Wirtschaft |
| Sprache: | Englisch |
| Seitenzahl: | 808 |
| Produktart: | Gebunden |
| Herausgeber: | Ait-Sahalia, Yacine Hansen, Lars Peter |
| Veröffentlichungsdatum: | 01.11.2009 |
| Untertitel: | Tools and Techniques Volume 1 |
| Schlagworte: | Business / Economics / Finance |
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Fundamental econometric techniques and tools form the basis of this first volume on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Broad and eclectic, the subjects covered by Volume 1 benchmark the current state of econometric research.