Автор: Kirstin Hubrich Название: Cointegration Analysis in a German Monetary System ISBN: 3790813524 ISBN-13(EAN): 9783790813524 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The decision of the European Central Bank to assign a prominent role to a monetary aggregate in its policy strategy raises issues around the policy of monetary targeting of the German Bundesbank. Here, the focus of the empirical analysis is on long-run monetary relationships.
Автор: Javier Gardeazabal; Marta Regulez Название: The Monetary Model of Exchange Rates and Cointegration ISBN: 3540556354 ISBN-13(EAN): 9783540556350 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors draw from the theory of cointegration in order to test the monetary model of exchange rate determination. They focus on the issue of optimal prediction in partially non-stationary multivariate time series models. In particular, they carry out an exchange rate prediction exercise.
Автор: Wang Qiying Название: Limit Theorems For Nonlinear Cointegrating Regression ISBN: 9814675628 ISBN-13(EAN): 9789814675628 Издательство: World Scientific Publishing Рейтинг: Цена: 15523.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.
Описание: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
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