Financial Econometrics: Problems, Models, and Methods, C. Gourieroux, J. Jasiak
Автор: Wooldridge, Jeffrey Название: Introductory econometrics 7th edition ISBN: 1337558869 ISBN-13(EAN): 9781337558860 Издательство: Cengage Learning Рейтинг: Цена: 16828.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gain an understanding of how econometrics can answer today's questions in business, policy evaluation and forecasting with Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book's presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed.
This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats. Updates introduce the latest developments in the field, including the recent advances in the so-called "causal effects" or "treatment effects," to provide a complete understanding of the impact and importance of econometrics today.
Автор: Bauwens Название: Handbook of Volatility Models and Their Applications ISBN: 0470872519 ISBN-13(EAN): 9780470872512 Издательство: Wiley Рейтинг: Цена: 23594.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.
Автор: Harvey Название: Dynamic Models for Volatility and Heavy Tails ISBN: 1107034728 ISBN-13(EAN): 9781107034723 Издательство: Cambridge Academ Рейтинг: Цена: 15682.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
Автор: Ramaprasad Bhar; Shigeyuki Hamori Название: Hidden Markov Models ISBN: 1441954481 ISBN-13(EAN): 9781441954480 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics.
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.
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.
Описание: This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.
Описание: Introduction.- Exploratory Classification of Time-Series.- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach.- Financial Econometrics and Systemic Risk.- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity.- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy.- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul.- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models.- Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy.- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies.- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality.- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS.- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework.- Performance of MS-GARCH Models: Bayesian MCMC based estimation.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Panel Data Analysis.- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems.- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors.
Описание: This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
Описание: Introduction.- Exploratory Classification of Time-Series.- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach.- Financial Econometrics and Systemic Risk.- Monetary Policy Shocks, Financial Heterogeneity and Corporate Dynamic Investment Activity: Financial Heterogeneity and Corporate Dynamic Investment Activity.- Oil Price Scenarios: Its Economic and Fiscal Impacts on the Kuwait Economy.- Exchange Rate Sensitivity of Firm Value: Evidence from Non-Financial Firms Listed on Borsa Istanbul.- Limited Dependent Variables (Logit and Probit Models) and An Application on BIST-100: Logit and Probit Models.- Vector Autoregressive Model: Model and Analysis.-Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidences for Turkish Economy.- Monetary Policy Regimes, Fiscal Implications, and Policy Interactions among Developing Economies.- The impacts of transportation sector and unemployment on economic growth: Evidence from asymmetric causality.- ARCH Models and An Application on Exchange Rate Volatility: ARCH&GARCH MODELS.- Using CoGARCH Filtered Volatility in Modelling within ARDL Framework.- Performance of MS-GARCH Models: Bayesian MCMC based estimation.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Volatility Spillovers Between Oil Prices and BIST (Borsa Istanbul) Dividend Indexes: Oil Prices and Dividend Indexes.- Panel Data Analysis.- An Amalgamation of big data analytics with tweet feeds for Stock Market Trend Anticipating Systems- A Review: Big data analytics with tweet feeds for Stock Market Trend Anticipating Systems.- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors.
Автор: Gourieroux, Christian Jasiak, Joann Название: Financial econometrics ISBN: 0691088721 ISBN-13(EAN): 9780691088723 Издательство: Wiley Рейтинг: Цена: 22493.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.
Автор: Mercado, P. Ruben, Название: Artificial economics : ISBN: 1009005758 ISBN-13(EAN): 9781009005753 Издательство: Cambridge Academ Рейтинг: Цена: 4909.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An introductory overview of the methods, models and interdisciplinary links of artificial economics. Addresses the differences between the assumptions and methods of artificial economics and those of mainstream economics. This is one of the first books to fully address, in an intuitive and conceptual form, this new way of doing economics.
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