| found: 4 books |
PcGive 11: Volume I, Empirical Econometric Modelling
London, Timberlake Consultants. 2006. (ISBN: 9780954260347). paperback. Used, Paperback. OxMetrics 4. Minor shelfwear on covers. Crease along rear spine side caused by binding adhesive. A few light marks on page block face and foot. Contents are sound, clean and clean. BW. Very Good.
PsychoBabel BooksProfessional sellerBook number: 279807
GBP 16.88 [Appr.: EURO 19.75 US$ 22.86 | JP¥ 3358]
Catalogue: Computers & Technology (Incl. Ai)
Keywords: 9780954260347
PcGive 11: Volume I, Empirical Econometric Modelling
London, Timberlake Consultants. 2006. (ISBN: 9780954260347). paperback. Used, Paperback. OxMetrics 4. Minor shelfwear on covers. Faintly yellowed upper edges of covers. A few light marks on page block face and foot. Contents are sound, clean and clean. BW. Very Good.
PsychoBabel BooksProfessional sellerBook number: 279808
GBP 16.88 [Appr.: EURO 19.75 US$ 22.86 | JP¥ 3358]
Catalogue: Computers & Technology (Incl. Ai)
Keywords: 9780954260347
Econometric Modelling of Stock Market Intraday Activity. Advanced Studies in Theoretical and Applied Econometrics, 38
Springer Science & Business Media, 2001. Hardcover. Pp: 177. Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled. ISBN: 9780792374244. Cond./Kwaliteit: Goed.
De SlegteProfessional sellerBook number: 3639587
€ 65.00 [Appr.: US$ 75.87 | £UK 56.25 | JP¥ 11145]
Catalogue: Management & Economie
Keywords: 9780792374244
The Econometric Modelling of Financial Time Series
Cambridge, Cambridge University Press, (2008). 3rd Edition. orig.wrappers. 25x17cm, xii,456 pp. PAPERBACK.. Minor rubbing. An ink mark to bottom page-edge. VG.
¶ Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos,contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing" - Publisher' s description.
¶ Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos,contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing" - Publisher' s description.
Expatriate Bookshop of DenmarkProfessional sellerBook number: BOOKS019658I
USD 59.00 [Appr.: EURO 50.75 | £UK 43.75 | JP¥ 8667]
Keywords: Econometric Modelling, Econometrics, Finance, Time-series, Analysis, Stochastic, Processes, Financial,
| Pages: 1 |