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Reviews of Books and Teaching Materials

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  • The Editors

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  • The Editors, 2018. "Reviews of Books and Teaching Materials," The American Statistician, Taylor & Francis Journals, vol. 72(2), pages 206-212, April.
    • Handle: RePEc:taf:amstat:v:72:y:2018:i:2:p:206-212
    DOI: 10.1080/00031305.2018.1469927
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    1. Boudt, Kris & Paulus, Ellen C.S. & Rosenthal, Dale W.R., 2017. "Funding liquidity, market liquidity and TED spread: A two-regime model," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 143-158.
    2. Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias, 2009. "Microstructure noise in the continuous case: The pre-averaging approach," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2249-2276, July.
    3. Heston, Steven L, 1993. "A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 327-343.
    4. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    5. Cleary, Richard J., 2005. "Teaching Statistics: A Bag of Tricks, Andrew Gelman and Deborah Nolan," The American Statistician, American Statistical Association, vol. 59, pages 275-276, August.
    6. Ben Baumer, 2015. "A Data Science Course for Undergraduates: Thinking With Data," The American Statistician, Taylor & Francis Journals, vol. 69(4), pages 334-342, November.
    7. Tse, Y K & Tsui, Albert K C, 2002. "A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 351-362, July.
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