Selection of Models by Forecasting Intervals, M. van Holten-de Wolff; A.H. Merkies

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521817706 ISBN-13(EAN): 9780521817707
Издательство: Cambridge Academ
Рейтинг:
Цена: 14890.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Автор: Pierre Bernhard; Jacob C. Engwerda; Berend Roorda;
Название: The Interval Market Model in Mathematical Finance
ISBN: 0817683879 ISBN-13(EAN): 9780817683870
Издательство: Springer
Рейтинг:
Цена: 6986.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics.

Автор: Aaart R. Heesterman
Название: Forecasting Models for National Economic Planning
ISBN: 940103141X ISBN-13(EAN): 9789401031417
Издательство: Springer
Рейтинг:
Цена: 12157.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is about the specification of linear econometric models, and for this reason some important related fields have been deliberately omitted. A realistic formulation of the problem should involve non- linearities in an essential way, the models I consider (and most existing models) are linear.

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521520916 ISBN-13(EAN): 9780521520911
Издательство: Cambridge Academ
Рейтинг:
Цена: 7445.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Автор: Harvey, Andrew C.
Название: Forecasting, structural time series models and the kalman filter
ISBN: 0521405734 ISBN-13(EAN): 9780521405737
Издательство: Cambridge Academ
Рейтинг:
Цена: 6018.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: Harvey, A.c.
Название: Forecasting, structural time series models, and the kalman filter
ISBN: 0521321964 ISBN-13(EAN): 9780521321969
Издательство: Cambridge Academ
Рейтинг:
Цена: 21384.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: G. Gregoriou; R. Pascalau
Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN: 1349328960 ISBN-13(EAN): 9781349328963
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.