Handbook of Financial Econometrics: Applications
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Inference for Stochastic Processes

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50006-4 ◽

2010 ◽

pp. 197-239 ◽

Author(s):

Jean Jacod

Keyword(s):

Stochastic Processes

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Stock Market Trading Volume

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50007-6 ◽

2010 ◽

pp. 241-342 ◽

Author(s):

Andrew W. Lo ◽

Jiang Wang

Keyword(s):

Stock Market ◽

Trading Volume ◽

Stock Market Trading

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INTRODUCTION TO THE SERIES

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50002-7 ◽

2010 ◽

pp. v

Author(s):

William T. Ziemba

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INDEX

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50008-8 ◽

2010 ◽

pp. 343-356

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Copyright

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50001-5 ◽

2010 ◽

pp. iv ◽

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MCMC Methods for Continuous-Time Financial Econometrics

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50003-9 ◽

2010 ◽

pp. 1-72 ◽

Author(s):

Michael Johannes ◽

Nicholas Polson

Keyword(s):

Continuous Time ◽

Financial Econometrics ◽

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The Analysis of the Cross-Section of Security Returns

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50004-0 ◽

2010 ◽

pp. 73-134 ◽

Author(s):

Ravi Jagannathan ◽

Georgios Skoulakis ◽

Zhenyu Wang

Keyword(s):

Cross Section ◽

The Cross ◽

Security Returns

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Option Pricing Bounds and Statistical Uncertainty: Using Econometrics to Find an Exit Strategy in Derivatives Trading

Handbook of Financial Econometrics: Applications ◽

10.1016/b978-0-444-53548-1.50005-2 ◽

2010 ◽

pp. 135-195 ◽

Author(s):

Per A. Mykland

Keyword(s):

Option Pricing ◽

Statistical Uncertainty ◽

Exit Strategy ◽

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