wyszukanych pozycji: 20
Anthropie
ISBN: 9791037770080 / Francuski / Miękka / 2022 / 124 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
83,01 zł |
Easy Cottage Style: Comfortable Interiors for Country Living
ISBN: 9781800651074 / Angielski / Twarda / 2022 / 160 str. Termin realizacji zamówienia: ok. 8-10 dni roboczych (Dostawa przed świętami) |
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cena:
129,06 zł |
High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790819915 / Angielski / Twarda / 2007 / 320 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck s (1991) vector autoregressive model for signed trades and changes in the quote midpoint by...
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid...
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cena:
389,98 zł |
High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790825404 / Angielski / Miękka / 2010 / 312 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck s (1991) vector autoregressive model for signed trades and changes in the quote midpoint by...
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid...
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cena:
389,98 zł |
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
ISBN: 9780198773122 / Angielski / Twarda / 2000 / 376 str. Termin realizacji zamówienia: ok. 30 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
982,41 zł |
Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
ISBN: 9783540133841 / Angielski / Miękka / 1984 / 114 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In their review of the "Bayesian analysis of simultaneous equation systems," Dr ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys- tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities." However, they call for further developments so that these densities can be eval- uated through 'numerical methods, using an integrated software packa e....
In their review of the "Bayesian analysis of simultaneous equation systems," Dr ze and Richard (1983) - hereafter DR - express the following viewpoint...
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cena:
194,97 zł |
Maux de coeurs: Poèmes et haïkus
ISBN: 9791037777263 / Francuski Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
75,22 zł |
Déambulations des iambes sur le fil du temps
ISBN: 9791037714954 / Francuski / Miękka / 2020 / 112 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
70,17 zł |
X-Ray Scattering
ISBN: 9781613243268 / Angielski / Twarda / 2012 / 247 str. Termin realizacji zamówienia: ok. 22 dni roboczych. X-ray scattering techniques are a family of non-destructive analytical techniques which reveal information about the crystallographic structure, chemical composition and physical properties of materials and thin films. This book presents research in the study of X-ray scattering.
X-ray scattering techniques are a family of non-destructive analytical techniques which reveal information about the crystallographic structure, chemi...
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cena:
1043,33 zł |
Vésanie
ISBN: 9791037739667 / Francuski / Miękka / 2021 / 88 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
72,05 zł |
Rituals: Types, Efficacy & Myths
ISBN: 9781614706083 / Angielski / Twarda / 2012 Termin realizacji zamówienia: ok. 22 dni roboczych. Presents research in the study of the types, efficacy and myths of ritualistic behaviours. This book covers such topics as: the modern case studies of ancient Greek cave rituals; rituals marking transitions between different life stages in the elderly; and, ritual complexes of North-West Siberia in the 17th-18th centuries.
Presents research in the study of the types, efficacy and myths of ritualistic behaviours. This book covers such topics as: the modern case studies of...
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cena:
740,75 zł |
Network Society and Future Scenarios for a Collaborative Economy
ISBN: 9781137415066 / Angielski / Twarda / 2014 / 97 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book builds on the idea that peer-to-peer infrastructures are gradually becoming the general conditions of work, economy, and society. Using a four-scenario approach, the authors seek to simplify possible outcomes and to explore relevant trajectories of the current techno-economic paradigm within and beyond capitalism.
This book builds on the idea that peer-to-peer infrastructures are gradually becoming the general conditions of work, economy, and society. Using a fo...
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cena:
194,97 zł |
Troupe De Choc
ISBN: 9798351580814 / Francuski / Miękka / 212 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
68,16 zł |
Econometric Modelling of Stock Market Intraday Activity
ISBN: 9780792374244 / Angielski / Twarda / 2001 / 180 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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...
Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, l...
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cena:
389,98 zł |
Flea Market Chic: Treasure Hunting for Stylish Homes
ISBN: 9781800653849 / Angielski Termin realizacji zamówienia: ok. 8-10 dni roboczych (Dostawa przed świętami) |
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cena:
129,06 zł |
Econometric Modelling of Stock Market Intraday Activity
ISBN: 9781441949066 / Angielski / Miękka / 2010 / 180 str. Termin realizacji zamówienia: ok. 20 dni roboczych. 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...
Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, l...
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cena:
389,98 zł |
Cosmo-Local Reader
ISBN: 9780995354647 / Angielski Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
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cena:
226,57 zł |
Erotic Comics in Japan: An Introduction to Eromanga
ISBN: 9789463727129 / Angielski / Twarda / 2020 / 290 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
641,69 zł |
Handbook of Volatility Models and Their Applications
ISBN: 9780470872512 / Angielski / Twarda / 2012 / 568 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency. Featuring... A complete guide to the theory and practice of volatility models in financial engineering
Volatility has become a hot topic in... |
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cena:
817,96 zł |
Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 2000 / 366 str. Termin realizacji zamówienia: ok. 30 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
337,44 zł |