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1.
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Handbook of financial econometrics: Tools and techniques. Ed by Series: Handbooks in finance
Material type: Text Text
Publication details: Amsterdam Elsevier 2010
Availability: Items available for loan: IGIDR (1)Collection, call number: R332.015195/HFE.

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High frequency traders : Taking advantage of speed / Yacine Aït-Sahalia and Mehmet Saglam by Series: NBER Working Paper ; 19531
Material type: Text Text
Publication details: Cambridge NBER 2013
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Handbook of financial econometrics by Series: Handbooks in finance
Material type: Text Text
Publication details: Amsterdam North-Holland 2010
Availability: Items available for loan: IGIDR (1)Collection, call number: R332.015195/HFE.

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High-frequency financial econometrics by
Material type: Text Text
Publication details: Princeton Princeton Uni Pr 2014
Availability: Items available for loan: IGIDR (1)Collection, call number: 332.015195/AIT.

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6.
Testing continuous-time models of the spot interest rate by Series: NBER working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1995
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5346.

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7.
Nonparametric estimation of state-price densities implicit in financial asset prices by Series: NBER working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1995
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5351.

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8.
Nonparametric pricing of interest rate derivative securities by Series: NBER working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1995
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5345.

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9.
Dynamic equilibrium and volatility in financial asset markets by Series: NBER working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5479.

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10.
Nonparametric risk management and implied risk aversion by Series: NBER Working Paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 6130.

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11.
Variable selection for portfolio choice by Series: NBER Working Papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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12.
Luxury goods and the equity premium by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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13.
Telling from discrete data whether the underlying continuous-time model is a diffusion by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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14.
Nonparametric option pricing under shape restrictions by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2002
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15.
Closed-from likelihood expansions for multivariate diffusions by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2002
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Disentangling volatility from jumps by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2003
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Maximum likelihood estimation of stochastic volatility models by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2004
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