5837 results in Econometrics and mathematical methods
11 - Volatility
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 358-421
-
- Chapter
- Export citation
12 - Continuous Time Processes
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 422-462
-
- Chapter
- Export citation
Frontmatter
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp i-vi
-
- Chapter
- Export citation
5 - Empirical Market Microstructure
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 152-200
-
- Chapter
- Export citation
8 - Multifactor Pricing Models
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 279-313
-
- Chapter
- Export citation
16 - Appendix
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 524-532
-
- Chapter
- Export citation
2 - Econometric Background
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 55-74
-
- Chapter
- Export citation
15 - Exercises and Complements
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 497-523
-
- Chapter
- Export citation
Bibliography
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 533-552
-
- Chapter
- Export citation
14 - Risk Management and Tail Estimation
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 476-496
-
- Chapter
- Export citation
Preface
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp xxi-xxiv
-
- Chapter
- Export citation
Acknowledgments
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp xxv-xxvi
-
- Chapter
- Export citation
6 - Event Study Analysis
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 201-237
-
- Chapter
- Export citation
7 - Portfolio Choice and Testing the Capital Asset Pricing Model
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 238-278
-
- Chapter
- Export citation
4 - Robust Tests and Tests of Nonlinear Predictability of Returns
-
- Book:
- Financial Econometrics
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019, pp 134-151
-
- Chapter
- Export citation
Financial Econometrics
- Models and Methods
-
- Published online:
- 08 February 2019
- Print publication:
- 21 February 2019
-
- Textbook
- Export citation
1 - Introduction
-
- Book:
- Econometric Analysis of Stochastic Dominance
- Published online:
- 11 January 2019
- Print publication:
- 31 January 2019, pp 1-23
-
- Chapter
- Export citation
6 - Some Further Topics
-
- Book:
- Econometric Analysis of Stochastic Dominance
- Published online:
- 11 January 2019
- Print publication:
- 31 January 2019, pp 187-199
-
- Chapter
- Export citation
Contents
-
- Book:
- Econometric Analysis of Stochastic Dominance
- Published online:
- 11 January 2019
- Print publication:
- 31 January 2019, pp vii-x
-
- Chapter
- Export citation
Appendix B - Computer Code for Stochastic Dominance Tests
-
- Book:
- Econometric Analysis of Stochastic Dominance
- Published online:
- 11 January 2019
- Print publication:
- 31 January 2019, pp 218-241
-
- Chapter
- Export citation