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Handbook of Financial Econometrics, Vol 2,2, Yacine Ait-Sahalia



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Автор: Yacine Ait-Sahalia
Название:  Handbook of Financial Econometrics, Vol 2,2
Перевод названия: Руководство по финансовой эконометрике 2 том
ISBN: 9780444535481
Издательство: Elsevier Science
Классификация:
ISBN-10: 0444535489
Обложка/Формат: Hardback
Страницы: 384
Вес: 0.954 кг.
Дата издания: 21.10.2009
Серия: Handbooks in finance
Язык: English
Издание: 2 ed
Иллюстрации: Black & white tables, figures
Размер: 241 x 198 x 59
Читательская аудитория: Professional & vocational
Подзаголовок: Applications
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.



      Новое издание
Handbook of Financial Econometrics Set,

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics Set,
ISBN: 0444535543 ISBN-13(EAN): 9780444535542
Издательство: Elsevier Science
Цена: 21252 р.
Наличие на складе: Невозможна поставка.
Описание: Vol 1 covers fundamental econometric techniques and tools&nbsp;on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred.&nbsp; Vol 2&nbsp;covers important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. <br><br><ul><br><li>Set is the collection of Volumes 1 & 2 </li><br><li>Contributors include Nobel Laureate Robert Engle and leading econometricians </li><br><li>Offers a clarity of method and explanation unavailable in other financial econometrics collections</li></ul>

      Старое издание
Handbook of Financial Econometrics, Vol 1,1

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics, Vol 1,1
ISBN: 044450897X ISBN-13(EAN): 9780444508973
Издательство: Elsevier Science
Цена: 17400 р.
Наличие на складе: Поставка под заказ.
Описание: Covers advances in financial econometrics. This book features topics ranging from a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment.

Handbook of Financial Econometrics Set,

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics Set,
ISBN: 0444535543 ISBN-13(EAN): 9780444535542
Издательство: Elsevier Science
Цена: 21252 р.
Наличие на складе: Невозможна поставка.
Описание: Vol 1 covers fundamental econometric techniques and tools&nbsp;on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred.&nbsp; Vol 2&nbsp;covers important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. <br><br><ul><br><li>Set is the collection of Volumes 1 & 2 </li><br><li>Contributors include Nobel Laureate Robert Engle and leading econometricians </li><br><li>Offers a clarity of method and explanation unavailable in other financial econometrics collections</li></ul>


Mostly harmless econometrics

Автор: Angrist, J.d. Pischke, Jorn-steffen
Название: Mostly harmless econometrics
ISBN: 0691120358 ISBN-13(EAN): 9780691120355
Издательство: Wiley
Рейтинг:
Цена: 6653 р.
Наличие на складе: Ожидается поступление.

Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.

The econometrics of financial markets

Автор: Campbell, John W.
Название: The econometrics of financial markets
ISBN: 0691043019 ISBN-13(EAN): 9780691043012
Издательство: Wiley
Рейтинг:
Цена: 10296 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

Financial Econometrics - From Basics to Advanced Modeling Techniques

Автор: Rachev
Название: Financial Econometrics - From Basics to Advanced Modeling Techniques
ISBN: 0471784508 ISBN-13(EAN): 9780471784500
Издательство: Wiley
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Цена: 15048 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics.

Econometrics of Financial High-Frequency Data

Автор: Hautsch, Nikolaus
Название: Econometrics of Financial High-Frequency Data
ISBN: 3642219241 ISBN-13(EAN): 9783642219245
Издательство: Springer
Рейтинг:
Цена: 25853 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

Автор: Racine, Jeffrey; Su, Liangjun; Ullah, Aman
Название: The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
ISBN: 0199857946 ISBN-13(EAN): 9780199857944
Издательство: Oxford Academ
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Цена: 22968 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Palgrave Handbook of Econometrics: vol.2

Название: Palgrave Handbook of Econometrics: vol.2
ISBN: 140391799X ISBN-13(EAN): 9781403917997
Издательство: Springer
Рейтинг:
Цена: 32004 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:
Following the seminal Palgrave Handbook of Econometrics: Volume I, this second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing.

Palgrave Handbook of Econometrics: vol 1

Автор: Patterson, Kerry
Название: Palgrave Handbook of Econometrics: vol 1
ISBN: 1403941556 ISBN-13(EAN): 9781403941558
Издательство: Springer
Рейтинг:
Цена: 32004 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.

An Introduction to Modern Econometrics Using Stata

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Рейтинг:
Цена: 12631 р.
Наличие на складе: Невозможна поставка.

Описание:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.

As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.

Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.

Applied Nonparametric Econometrics

Автор: Henderson
Название: Applied Nonparametric Econometrics
ISBN: 0521279682 ISBN-13(EAN): 9780521279680
Издательство: Cambridge Academ
Рейтинг:
Цена: 6334 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications.

Applied Financial Econometrics in E-Commerce

Автор: Islam
Название: Applied Financial Econometrics in E-Commerce
ISBN: 0444513086 ISBN-13(EAN): 9780444513083
Издательство: Elsevier Science
Рейтинг:
Цена: 12618 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Deals with the investigation of the contemporary financial issues of the e-commerce market.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 7918 р.
Наличие на складе: Поставка под заказ.

Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Handbook of Financial Econometrics, Vol 1,1

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics, Vol 1,1
ISBN: 044450897X ISBN-13(EAN): 9780444508973
Издательство: Elsevier Science
Рейтинг:
Цена: 17400 р.
Наличие на складе: Поставка под заказ.

Описание: Covers advances in financial econometrics. This book features topics ranging from a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment.


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