The Econometric Modelling of Financial Time Series Год выпуска: 0Автор: Terence C. MillsИздательство: Страниц: 0ISBN: 0521624924Описание Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.
Похожие книги
Luc Bauwens, Christian M. Hafner, Sebastien Laurent. Handbook of Volatility Models and Their Applications (Wiley Handbooks in Financial Engineering and Econometrics). – М.: , 2012. – 568 с. Philipp Hartmann. Currency Competition and Foreign Exchange Markets: The Dollar, the Yen and the Euro. – М.: Cambridge University Press, 0. – 210 с. Philip Rothman. Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, V. 1). – М.: , 0. – 0 с. Peijie Wang. Financial Econometrics: Methods and Models. – М.: , 2002. – 192 с. Terence C. Mills. The Econometric Modelling of Financial Time Series. – М.: , 0. – 0 с. Sergio M. Focardi. The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series). – М.: , 2004. – 0 с. Ruey S. Tsay. Analysis of Financial Time Series (Wiley Series in Probability and Statistics). – М.: , 2005. – 0 с. Eric Zivot, Jiahui Wang. Modeling Financial Time Series with S-PLUSA®. – М.: , 2006. – 1002 с. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Andre Lucas, Philip Hans Franses, Dick Van Dijk. Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics). – М.: , 2008. – 270 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Ruey S. Tsay. Analysis of Financial Time Series. – М.: John Wiley and Sons, Ltd, 2010. – 712 с. Nadhem Selmi and Nejib Hachicha. Asian Financial Crisis and Subprime Crisis : Econometric Mehodology. – М.: LAP Lambert Academic Publishing, 2014. – 84 с. Ravi Ramakrishnan. Robust multivariate and nonlinear time series models. – М.: LAP Lambert Academic Publishing, 2010. – 156 с. Manuela Braione. The importance of intra-daily information in portfolio allocation. – М.: LAP Lambert Academic Publishing, 2014. – 132 с. Bidisha Mukhopadhyay. Applied Financial Econometrics with Cases. – М.: LAP Lambert Academic Publishing, 2015. – 56 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Татьяна Диплом после вашего сопровождения научный руководитель проверила в общем всё отлично.
