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Economics/Finances William H. Greene "Econometric Analysis" Solutions Manual (repost)
Economics/Finances A First Course in Corporate Finance (Repost)
Economics/Finances Yujiro Hayami, Yoshihisa Godo - Development Economics: From the Poverty to the Wealth of Nations
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Economics/Finances Kent Eaton - Politicians and Economic Reform in New Democracies: Argentina and the Philippines in the 1990s
Economics/Finances Transition, Regional Development And Globalization: China and Central Europe
Economics/Finances Macroeconomics: Principles and Applications, Reprint
Economics/Finances Petrochemical Economics: Technology Selection in a Carbon Constrained World
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Economics/Finances Managing Financial Resources, 3rd edition
Economics/Finances Malcolm MacLachlan, Leslie Swartz - Disability & International Development: Towards Inclusive Global Health
Economics/Finances Economics in Russia
Economics/Finances The Innovation Playbook, web site: A Revolution in Business Excellence
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Economics/Finances Курс экономической теории
Economics/Finances The Alpha Hunter: Profiting from Option LEAPS (Repost)
Economics/Finances Maladie, invalidité et travail : Surmonter les obstacles : Synthèse des résultats dans les pays de l'OCDE
Economics/Finances Tools for homesteaders, gardeners, and small-scale farmers: A catalog of hard-to-find implements and equipment
Economics/Finances Andrew Crane, "Corporations and Citizenship (Business, Value Creation, and Society)"
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Economics/Finances Modelling Stock Market Volatility: Bridging the Gap to Continuous Time
Posted on 2010-04-06
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More Modelling Stock Market Volatility: Bridging the Gap to Continuous Time By Peter H. Rossi "Finance applications have led to a rebirth of interest in continuous time econometric modelling. This volume stresses the achievements of Dan Nelson and includes important contributions." --PETER M. ROBINSON, London School of Economics "This volume contains some important contributions to a young but burgeoning literature and is a worthy tribute to Dan Nelson's research. Continuous-time econometrics has finally arrived!" --ANDREW W. LO, Harris & Harris Group Professor, MIT Sloan School of Management, Cambridge, Massachusetts. "This volume provides much practical guidance for implementing continuous-time models using real-world data, recorded in discrete time. The articles offer methods and insignts relevant to modelling and estimating volatility in the stock market as well as other financial markets, such as fixed income and foreign exchange." --ROBERT F. STAMBAUGH, University of Pennsylvania "This collection of path-breaking papers contains useful insights for a range of readers. For financial economists and others interested in modelling the behavior of volatility over time, Daniel Nelson's important work on exponential ARCH, EGARCH, conditional betas, and rolling estimators is here. For financial engineers and others who wish to apply these models to the pricing of derivative securities, the papers in this volume forge important links between the continuous time theoretical models and the discrete time empirical models used to estimate the crucial volatility process." --WAYNE E. FERSON, University of Washington
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