Handbook of Financial Econometrics: Tools and Techniques
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scholarly journals Operator Methods for Continuous-Time Markov Processes

2010 ◽  
pp. 1-66 ◽  
Author(s):  
Yacine Aït-Sahalia ◽  
Lars Peter Hansen ◽  
José A. Scheinkman
Keyword(s):  
Markov Processes ◽  
Continuous Time

Heterogeneity and Portfolio Choice: Theory and Evidence

2010 ◽  
pp. 337-382 ◽  
Author(s):  
Stephanie Curcuru ◽  
John Heaton ◽  
Deborah Lucas ◽  
Damien Moore
Keyword(s):  
Portfolio Choice ◽  
Choice Theory

Value at Risk

2010 ◽  
pp. 553-615 ◽  
Author(s):  
Christian Gourieroux ◽  
Joann Jasiak
Keyword(s):  
At Risk ◽  
Value At Risk

scholarly journals Parametric and Nonparametric Volatility Measurement

2010 ◽  
pp. 67-137 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Francis X. Diebold
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