Book contents
- Frontmatter
- Contents
- Preface
- List of Acronyms
- 1 The Standard Asymptotic Theorems and Their Limitations
- 2 Gaussian Static Factor Models
- 3 Static Qualitative Factor Model
- 4 Nonlinear Dynamic Panel Data Model
- 5 Prediction and Basket Derivative Pricing
- 6 Granularity for Risk Measures
- Appendix A: Review of Econometrics
- Appendix B: Review of Financial Theory
- Index
1 - The Standard Asymptotic Theorems and Their Limitations
Published online by Cambridge University Press: 05 October 2014
- Frontmatter
- Contents
- Preface
- List of Acronyms
- 1 The Standard Asymptotic Theorems and Their Limitations
- 2 Gaussian Static Factor Models
- 3 Static Qualitative Factor Model
- 4 Nonlinear Dynamic Panel Data Model
- 5 Prediction and Basket Derivative Pricing
- 6 Granularity for Risk Measures
- Appendix A: Review of Econometrics
- Appendix B: Review of Financial Theory
- Index
Summary
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- Information
- Publisher: Cambridge University PressPrint publication year: 2014