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wyszukanych pozycji: 17
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
ISBN: 9780198773122 / Angielski / Twarda / 2000 / 376 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) 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:
961,24 |
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High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790819915 / Angielski / Twarda / 2007 / 320 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
402,53 |
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
ISBN: 9783540133841 / Angielski / Miękka / 1984 / 114 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
201,24 |
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High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790825404 / Angielski / Miękka / 2010 / 312 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
402,53 |
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X-Ray Scattering
ISBN: 9781613243268 / Angielski / Twarda / 2012 / 247 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) 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:
971,51 |
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Embracing God's Design: Addressing the Spiritual and Psychological Crisis Behind Transgender Identity
ISBN: 9781956454994 / Angielski Termin realizacji zamówienia: ok. 16-18 dni roboczych (Dostawa w 2026 r.) |
cena:
68,42 |
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Rituals: Types, Efficacy & Myths
ISBN: 9781614706083 / Angielski / Twarda / 2012 Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) 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:
726,06 |
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Network Society and Future Scenarios for a Collaborative Economy
ISBN: 9781137415066 / Angielski / Twarda / 2014 / 97 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
201,24 |
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Digital Capitalism and its Limits: Technotopia, power and risk
ISBN: 9781776149407 / Angielski / Miękka / 2025 / 226 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) The Fourth Industrial Revolution (4IR) has been described as the next big leap in digital capitalism. Digital technologies such as artificial intelligence, quantum computing, 3D printing and robotisation, we are led to believe, will bring more progress, growth and development while also helping us to resolve the deep and multiple crises the world is in. Billions are being invested in these technologies, accompanied by sharp geopolitical rivalries to secure an edge in the control over them. Volume 8 in the Democratic Marxism series invites readers to think more deeply and critically about...
The Fourth Industrial Revolution (4IR) has been described as the next big leap in digital capitalism. Digital technologies such as artificial intellig...
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cena:
101,97 |
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Troupe De Choc
ISBN: 9798351580814 / Francuski / Miękka / 212 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Dostawa w 2026 r.) |
cena:
59,30 |
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Econometric Modelling of Stock Market Intraday Activity
ISBN: 9780792374244 / Angielski / Twarda / 2001 / 180 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
402,53 |
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Econometric Modelling of Stock Market Intraday Activity
ISBN: 9781441949066 / Angielski / Miękka / 2010 / 180 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) 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:
402,53 |
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Cosmo-Local Reader
ISBN: 9780995354647 / Angielski Termin realizacji zamówienia: ok. 16-18 dni roboczych (Dostawa w 2026 r.) |
cena:
197,16 |
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Peer to Peer: The Commons Manifesto
ISBN: 9781911534778 / Angielski / Miękka / 2019 / 102 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) |
cena:
71,54 |
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Erotic Comics in Japan: An Introduction to Eromanga
ISBN: 9789463727129 / Angielski / Twarda / 2020 / 290 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) |
cena:
631,52 |
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Handbook of Volatility Models and Their Applications
ISBN: 9780470872512 / Angielski / Twarda / 2012 / 568 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) 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... |
cena:
761,66 |
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Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 2000 / 366 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) 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:
333,05 |
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