Sprache: Englisch
Verlag: Emerald Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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Zustand: New.
Sprache: Englisch
Verlag: Emerald Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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In den WarenkorbZustand: New.
Sprache: Englisch
Verlag: Emerald Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
Anbieter: GreatBookPrices, Columbia, MD, USA
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Sprache: Englisch
Verlag: Emerald Publishing Limited, US, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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Hardback. Zustand: New. The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of "Advances in Econometrics" are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps. This Series aids in the diffusion of new econometric techniques. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume. It illustrates new concepts.
Sprache: Englisch
Verlag: Emerald Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
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In den WarenkorbZustand: As New. Unread book in perfect condition.
Sprache: Englisch
Verlag: Emerald Group Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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In den WarenkorbGebunden. Zustand: New. InhaltsverzeichnisIntroduction (T. B. Fomby, D. Terrell). Remarks (R. Engle, C. Granger). Realized beta: persistence and predictability (T. G. and ersen, T.Bollerslev, F. X. Diebold, J. Wu). Asymmetric predictive abilities of nonlinearmo.
Sprache: Englisch
Verlag: Emerald Publishing Limited, US, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
Anbieter: Rarewaves USA United, OSWEGO, IL, USA
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In den WarenkorbHardback. Zustand: New. The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of "Advances in Econometrics" are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps. This Series aids in the diffusion of new econometric techniques. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume. It illustrates new concepts.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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In den WarenkorbHardcover. Zustand: Brand New. illustrated edition. 378 pages. 9.00x6.25x1.50 inches. In Stock.
Sprache: Englisch
Verlag: Emerald Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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In den WarenkorbHardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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Buch. Zustand: Neu. Econometric Analysis of Financial and Economic Time Series | Thomas B. Fomby (u. a.) | Buch | Englisch | 2006 | Jai Press Inc. | EAN 9780762312733 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
Sprache: Englisch
Verlag: Emerald Group Publishing Limited, 2006
ISBN 10: 0762312734 ISBN 13: 9780762312733
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In den WarenkorbHRD. Zustand: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Zustand: New. Print on Demand pp. 380.
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In den WarenkorbZustand: New. Print on Demand pp. 380 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, and more.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. PRINT ON DEMAND pp. 380.