Wyniki wyszukiwania:
wyszukanych pozycji: 19
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Financial Econometrics: Problems, Models, and Methods
ISBN: 9780691242361 / Angielski / Miękka / 2022 / 528 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
cena:
437,64 zł |
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Simulation-Based Econometric Methods
ISBN: 9780198774754 / Angielski / Twarda / 1997 / 192 str. Termin realizacji zamówienia: ok. 30 dni roboczych. This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.
After a brief survey of classical parametric and... This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linea...
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cena:
498,65 zł |
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Arch Models and Financial Applications
ISBN: 9780387948768 / Angielski / Twarda / 1997 / 229 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the researchfocusedonaspecificclassoftimeseriesmodels, theso-calledautoregres sive moving average processes (ARMA), which were very easy to implement. In thesemodels, thecurrentvalueoftheseriesofinterestiswrittenasalinearfunction ofits own laggedvalues andcurrentandpastvaluesofsomenoiseprocess, which can be interpreted as innovations to the system. However, this approach has two major drawbacks: 1) it...
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correc...
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cena:
389,09 zł |
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Arch Models and Financial Applications
ISBN: 9781461273141 / Angielski / Miękka / 2012 / 229 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. In the 1970s, the researchfocusedonaspecificclassoftimeseriesmodels, theso-calledautoregres- sive moving average processes (ARMA), which were very easy to implement. In thesemodels, thecurrentvalueoftheseriesofinterestiswrittenasalinearfunction ofits own laggedvalues andcurrentandpastvaluesofsomenoiseprocess, which can be interpreted as innovations to the system. However, this approach has two major drawbacks: 1) it...
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correc...
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cena:
389,09 zł |
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Financial Econometrics: Problems, Models, and Methods
ISBN: 9780691088723 / Angielski / Twarda / 2001 / 528 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a... Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural an... |
cena:
776,81 zł |
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Contagion Phenomena with Applications in Finance
ISBN: 9781785480355 / Angielski / Twarda / 2015 / 166 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static framework can be flawed due to identification problems; they provide a more precise definition of the notion of shock to... Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) ... |
cena:
379,32 zł |
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Reduced Forms of Rational Expectations Models
ISBN: 9780415866071 / Angielski / Miękka / 2013 / 136 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. First published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
First published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
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cena:
228,62 zł |
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Reduced Forms of Rational Expectations Models
ISBN: 9780415269261 / Angielski / Twarda / 2001 / 136 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivaria...
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cena:
1299,25 zł |
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The Econometrics of Individual Risk: Credit, Insurance, and Marketing
ISBN: 9780691168210 / Angielski / Miękka / 2015 / 256 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of... The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the ri... |
cena:
246,17 zł |
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Time Series and Dynamic Models
ISBN: 9780521423083 / Angielski / Miękka / 1997 / 688 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their...
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series...
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cena:
232,73 zł |
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Time Series and Dynamic Models
ISBN: 9780521411462 / Angielski / Twarda / 1996 / 688 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their...
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series...
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cena:
774,35 zł |
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
ISBN: 9780521471626 / Angielski / Twarda / 1995 / 544 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of...
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati...
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cena:
656,20 zł |
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Econometrics of Qualitative Dependent Variables
ISBN: 9780521331494 / Angielski / Twarda / 2000 / 384 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction, Chapters 2 through 6 present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. The final two chapters describe models that explain variables assumed by discrete or continuous positive variables.
This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and eco...
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cena:
449,36 zł |
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Econometrics of Qualitative Dependent Variables
ISBN: 9780521589857 / Angielski / Miękka / 2000 / 384 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction, Chapters 2 through 6 present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. The final two chapters describe models that explain variables assumed by discrete or continuous positive variables.
This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and eco...
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cena:
188,42 zł |
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms
ISBN: 9780521405515 / Angielski / Twarda / 1995 / 524 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory....
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati...
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cena:
715,28 zł |
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Semiparametric Regression for the Applied Econometrician
ISBN: 9780521812832 / Angielski / Twarda / 2003 / 234 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.
Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with ...
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cena:
267,25 zł |
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Statistics and Econometric Models
ISBN: 9780521477444 / Angielski / Miękka / 1995 / 524 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory....
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati...
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cena:
193,35 zł |
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Introduction to the Mathematical and Statistical Foundations of Econometrics
ISBN: 9780521834315 / Angielski / Twarda / 2004 / 344 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or at least motivations if proofs are too complicated, of the mathematical and statistical results necessary for understanding modern econometric theory. In this respect, it differs from other econometrics textbooks.
The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or ...
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cena:
400,12 zł |
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Statistics and Econometric Models
ISBN: 9780521477451 / Angielski / Miękka / 1995 / 544 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of...
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati...
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cena:
193,35 zł |
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