Financial Econometrics
-10%
portes grátis
Financial Econometrics
Theory and Applications
Wang, Xiaohu; Zeng, Tao; Shi, Shuping
Cambridge University Press
01/2025
275
Dura
9781108843294
Pré-lançamento - envio 15 a 20 dias após a sua edição
Descrição não disponível.
Part I. Trend Determination, Asset Price Bubbles, and Factor-Augmented Regressions: 1. Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency Peter C. B. Pillips; 2. Econometric Analysis of Asset Price Bubbles Shuping Shi and Peter C. B. Pillips; 3. Factor-Augmented Regressions and their Applications to Financial Markets: A Selective Review Yonghui Zhang; Part II. Continuous-Time Models and High-Frequency Financial Econometrics: 4. Finite Sample Theory in Continuous-Time Models Xiaohu Wang; 5. In-fill Asymptotic Theory and Applications in Financial Econometrics Yiu Lim Lui; 6. Econometric Analysis of Nonstationary Continuous-Time Models Ye Chen; 7. Fractional Brownian Motions in Financial Econometrics Weilin Xiao and Xili Zhang; 8. Estimation of Integrated Covariance Matrix Using High Frequency Data with Applications in Portfolio Choice Cheng Liu; Part III. Bayesian Estimation and Inferences: 9. Methods for Estimating Discrete-Time Stochastic Volatility Models Xiaobin Liu; 10. Hypothesis Testing Statistics Based on Posterior Output with Applications in Financial Econometrics Yong Li; 11. Posterior-Based Specification Testing and Model Selection Tao Zeng.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Part I. Trend Determination, Asset Price Bubbles, and Factor-Augmented Regressions: 1. Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency Peter C. B. Pillips; 2. Econometric Analysis of Asset Price Bubbles Shuping Shi and Peter C. B. Pillips; 3. Factor-Augmented Regressions and their Applications to Financial Markets: A Selective Review Yonghui Zhang; Part II. Continuous-Time Models and High-Frequency Financial Econometrics: 4. Finite Sample Theory in Continuous-Time Models Xiaohu Wang; 5. In-fill Asymptotic Theory and Applications in Financial Econometrics Yiu Lim Lui; 6. Econometric Analysis of Nonstationary Continuous-Time Models Ye Chen; 7. Fractional Brownian Motions in Financial Econometrics Weilin Xiao and Xili Zhang; 8. Estimation of Integrated Covariance Matrix Using High Frequency Data with Applications in Portfolio Choice Cheng Liu; Part III. Bayesian Estimation and Inferences: 9. Methods for Estimating Discrete-Time Stochastic Volatility Models Xiaobin Liu; 10. Hypothesis Testing Statistics Based on Posterior Output with Applications in Financial Econometrics Yong Li; 11. Posterior-Based Specification Testing and Model Selection Tao Zeng.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
