Воспользуйтесь формой поиска по сайту, чтобы подобрать полный список использованной литературы.
Если вы хотите выбрать для списка литературы книги определенного года издания, достаточно дописать его к поисковому запросу.
Результаты поиска
Лучшие результаты 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. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с. Christian L. Dunis. Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с. Suhejla Hoti, Michael McAleer. Modelling the Riskiness in Country Risk Ratings: An Empirical Analysis of the Trends and Volatilities in Country Risk Ratings and Risk Returns (Contributions ... (Contributions to. – М.: , 2005. – 512 с. Tze Leung Lai, Haipeng Xing. Statistical Models and Methods for Financial Markets (Springer Texts in Statistics). – М.: , 2008. – 354 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Dauda Olalekan Yinusa. EXCHANGE RATE VARIABILITY AND CURRENCY SUBSTITUTION IN NIGERIA: DETERMINANTS, A CAUSAL ANALYSIS AND IMPLICATIONS FOR MONETARY POLICY. – М.: , 2010. – 200 с. Nadhem Selmi and Nejib Hachicha. Asian Financial Crisis and Subprime Crisis : Econometric Mehodology. – М.: LAP Lambert Academic Publishing, 2014. – 84 с. Jesse Mwangi. Non-Linear Time Series Models. – М.: LAP Lambert Academic Publishing, 2012. – 120 с. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Manuela Braione. The importance of intra-daily information in portfolio allocation. – М.: LAP Lambert Academic Publishing, 2014. – 132 с. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. M. F. Omran. Modelling the Probability Distribution of Stock Price Changes. – М.: LAP Lambert Academic Publishing, 2010. – 140 с. Belay Belete Anjullo and Ayele Taye. The Determinants of Domestic Price Volatility for Cereals in Ethiopia. – М.: LAP Lambert Academic Publishing, 2011. – 128 с. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Dauda Olalekan Yinusa. EXCHANGE RATE VARIABILITY AND CURRENCY SUBSTITUTION IN NIGERIA. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Fang Liu. Modelling and Forecasting of Information Technology Stock Prices. – М.: LAP Lambert Academic Publishing, 2010. – 112 с. Alexander Subbotin and Kateryna Shapovalova. Multiple Investment Horizons and Stock Price Dynamics. – М.: LAP Lambert Academic Publishing, 2011. – 168 с. Prashant Joshi. Volatility and Volatility Models with R. – М.: LAP Lambert Academic Publishing, 2014. – 100 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. Дополнительные результаты Andreas Loizou. The Devil's Deal: An Insider's Tale of How Money is Made (Financial Times Series). – М.: , 2012. – 312 с. Phoebus Athanassiou. Research Handbook on Hedge Funds, Private Equity and Alternative Investments (Research Handbooks in Financial Law series). – М.: , 2012. – 520 с. 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. Bernard Marr. Key Performance Indicators (KPI): The 75 measures every manager needs to know (Financial Times Series). – М.: FT Press, 2012. – 376 с. Ngai Hang Chan. Time Series : Applications to Finance (Wiley Series in Probability and Statistics). – М.: , 0. – 0 с. Christopher Lee Marshall. Measuring and Managing Operational Risks in Financial Institutions : Tools, Techniques, and other Resources (Wiley Frontiers in Finance). – М.: , 0. – 0 с. Daniel Moreau, Tracey Longo. Getting Started in Financial Information (Getting Started In.....). – М.: , 0. – 0 с. Forecasting Volatility in the Financial Markets (Quantitative Finance Series). – М.: , 0. – 0 с. John F. Marshall. Dictionary of Financial Engineering (Wiley Series in Financial Engineering). – М.: , 0. – 0 с. Philip Hans Franses, Dick Van Dijk. Non-Linear Time Series Models in Empirical Finance. – М.: Cambridge University Press, 2000. – 296 с. A.C. Harvey. The Econometric Analysis of Time Series - 2nd Edition (London School of Economics Handbooks in Economics). – М.: , 0. – 0 с. Peter M. Robinson. Time Series With Long Memory (Advanced Texts in Econometrics). – М.: , 0. – 0 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. Douglas M. Patterson, Richard A. Ashley. A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND). – М.: , 0. – 0 с. Philip Hans Franses, Richard Paap. Periodic Time Series Models (Advanced Texts in Econometrics). – М.: , 0. – 0 с. Peijie Wang. Financial Econometrics: Methods and Models. – М.: , 2002. – 192 с. Abdol S. Soofi, Liangyue Cao. Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics (Studies in Computational Finance, Volume 2). – М.: , 0. – 0 с. Hans R. Stoll. Microstructure: The Organization of Trading and Short Term Behavior (International Library of Critical Writings in Financial Economics Series, s02). – М.: , 0. – 0 с. Terence C. Mills. The Econometric Modelling of Financial Time Series. – М.: , 0. – 0 с. K. D. Patterson. An Introduction to Applied Econometrics: A Time Series Approach. – М.: , 0. – 0 с. Andrew C. Harvey. Forecasting, Structural Time Series Models and the Kalman Filter. – М.: Cambridge University Press, 1991. – 572 с. Terence C. Mills. Modelling Trends and Cycles in Economic Time Series. – М.: Palgrave Macmillan, 2003. – 180 с. Simon P. Burke. Modeling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics S.). – М.: , 0. – 0 с. Fabio Fornari, Antonio Mele. Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance). – М.: , 0. – 0 с. Christian L. Dunis, Bin Zhou. Nonlinear Modelling of High Frequency Financial Time Series (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с. John Francis McDermott. Economics in Real Time : A Theoretical Reconstruction (Advances in Heterodox Economics). – М.: , 0. – 0 с. Regina Kaiser, Agustin Maravall. Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics (Springer-Verlag), 154). – М.: , 0. – 0 с. Benjamin Kedem, Konstantinos Fokianos. Regression Models for Time Series Analysis (Wiley Series in Probability and Statistics). – М.: , 0. – 0 с. Christian Gourieroux, Alain Monfort, Giampiero M. Gallo. Time Series and Dynamic Models (Themes in Modern Econometrics). – М.: , 0. – 0 с. Brett Sheehan. Trust in Troubled Times: Money, Banks, and State-Society Relations in Republican Tianjin. – М.: , 0. – 0 с. Paul Glasserman. Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). – М.: Springer, 2005. – 616 с. Christian L. Dunis. Forecasting Financial Markets : Exchange Rates, Interest Rates and Asset Management (Financial Economics and Quantitative Analysis Series). – М.: , 0. – 0 с. Peter Kall. Stochastic Linear Programming : Models, Theory, and Computation (International Series in Operations Research & Management Science). – М.: , 2005. – 0 с. Anatoly B. Schmidt. Quantitative Finance for Physicists : An Introduction (2academic Press Advanced Finance Series). – М.: , 2004. – 0 с. Frank F. Fiore. Write a Business Plan In No Time (In No Time). – М.: Que, 2005. – 264 с. Innovations in Financial and Economic Networks (New Dimensions in Networks). – М.: , 2003. – 0 с. Nikolaus Hautsch. Modelling Irregularly Spaced Financial Data : Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems). – М.: , 2004. – 0 с. R. Bhar. Hidden Markov Models : Applications to Financial Economics (Advanced Studies in Theoretical and Applied Econometrics). – М.: , 2004. – 0 с. Simon P. Burke. Modelling Non-Stationary Economic Time Series : A Multivariate Approach (Palgrave Texts in Econometrics). – М.: , 2005. – 0 с. Alfred Greiner. The Forces of Economic Growth : A Time Series Perspective. – М.: , 2004. – 0 с. Modelling In Ecological Economics (Current Issues in Ecological Economics Series). – М.: , 2005. – 0 с. Daniel Straumann. Estimation in Conditionally Herteroscedastic Time Series Models. – М.: , 2004. – 0 с. Rose-Anne Dana. Financial Markets in Continuous Time. – М.: , 2003. – 0 с. Glen Arnold. The Financial Times Guide To Investing: The Definitive Companion To Investment and The Financial Markets. – М.: , 2004. – 0 с. Ruey S. Tsay. Analysis of Financial Time Series (Wiley Series in Probability and Statistics). – М.: , 2005. – 0 с. Bruce L. Bowerman, Richard O'Connell, Anne Koehler. Forecasting, Time Series, and Regression (with CD-ROM) (Forecasting, Time Series, & Regression). – М.: , 2004. – 696 с. Steven E. Shreve. Stochastic Calculus Models for Finance: Continuous Time Models. – М.: Springer, 2004. – 576 с. Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis). – М.: , 2006. – 460 с. Suhejla Hoti, Michael McAleer. Modelling the Riskiness in Country Risk Ratings: An Empirical Analysis of the Trends and Volatilities in Country Risk Ratings and Risk Returns (Contributions ... (Contributions to. – М.: , 2005. – 512 с. Jianqing Fan, Qiwei Yao. Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics). – М.: , 2005. – 552 с. Eric Zivot, Jiahui Wang. Modeling Financial Time Series with S-PLUSA®. – М.: , 2006. – 1002 с. Ngai Hang Chan, Hoi-Ying Wong. Simulation Techniques in Financial Risk Management (Statistics in Practice). – М.: , 2006. – 240 с. Kenneth J. Singleton. Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment. – М.: , 2006. – 536 с. Richard Koch. The Financial Times Guide to Strategy: How to Create And Deliver a Winning Strategy (Financial Times). – М.: , 2006. – 334 с. Helmut LA?tkepohl. New Introduction to Multiple Time Series Analysis. – М.: , 2006. – 764 с. Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics). – М.: , 2005. – 536 с. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics). – М.: , 2006. – 239 с. Estela Bee Dagum, Pierre A. Cholette. Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (Lecture Notes in Statistics). – М.: , 2006. – 410 с. Peter Strutt. Market Leader: Business Grammar and Usage. – М.: Longman, Financial Times, Pearson Education Limited, 2005. – 224 с. John Knight, Stephen Satchell. Forecasting Volatility in the Financial Markets (Quantitative Finance) (Quantitative Finance). – М.: , 2007. – 432 с. Bernhard Pfaff. Analysis of Integrated and Cointegrated Time Series with R (Use R). – М.: , 2008. – 188 с. Andre Lucas, Philip Hans Franses, Dick Van Dijk. Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics). – М.: , 2008. – 270 с. George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel. Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics). – М.: , 2008. – 746 с. Glass V Glass, Victor L Willson, John M Gottman. Design and Analysis of Time-Series Experiments (PB). – М.: , 2008. – 264 с. Manfred Kets De Vries. The Leadership Mystique: Leading behavior in the human enterprise (2nd Edition) (Financial Times Series). – М.: , 2009. – 304 с. Peter J. Brockwell, Richard A. Davis. Introduction to Time Series and Forecasting. – М.: , 2010. – 456 с. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (Advanced Texts in Econometrics). – М.: , 2010. – 384 с. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series: Concepts, Methods, Algorithms. – М.: , 2010. – 384 с. Esther A. Williams, John Mordechai Gottman. A User's Guide to the Gottman-Williams Time-Series Analysis Computer Programs for Social Scientists. – М.: , 0. – 0 с. Applied Time Series Econometrics (Themes in Modern Econometrics). – М.: , 2004. – 350 с. Christine Johnson. Market Leader: Banking and Finance. – М.: Financial Times, Pearson Education Limited, Longman, 2000. – 96 с. Walter Enders. Applied Econometric Times Series. – М.: Wiley, 2010. – 544 с. William S. Mallios. Forecasting in Financial and Sports Gambling Markets. – М.: , 2011. – 256 с. Ruey S. Tsay. Analysis of Financial Time Series. – М.: John Wiley and Sons, Ltd, 2010. – 712 с. Renata Dmowska. Long-Range Persistence in Geophysical Time Series,40. – М.: , 2010. – 175 с. KRISHNAIAH. HANDBOOK OF STATISTICS VOL.3 HS 3 TIME SERIES IN THE FREQUENCY DOMAIN. – М.: , 2010. – 0 с. M.T. Silvia. Deconvolution of Geophysical Time Series in the Exploration for Oil and Natural Gas. – М.: , 2010. – 0 с. KRISHNAIAH. HANDBOOK OF STATISTICS VOL.5 TIME SERIES IN THE TIME DOMAIN HS5. – М.: , 2010. – 0 с. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с. Stephen J. Taylor. Modelling Financial Time Series. – М.: , 1995. – 320 с. Steven Taylor. Modelling Financial Time Series. – М.: , 1986. – 284 с. David Cotton, David Falvey, Simon Kent. Market Leader: Pre-Intermediate Business English Course Book (+ CD-ROM, + CD). – М.: Financial Times, Longman, 2011. – 160 с. Iwonna Dubicka, Margaret O'Keeffe. Market Leader: Advanced: Business English Course Book (+ DVD-ROM). – М.: Financial Times, 2011. – 184 с. David Cotton, David Falvey, Simon Kent. Market Leader: Upper Intermediate (аудиокурс на 3 CD). – М.: Pearson Longman, Financial Times, 2011. – с. Tara Kuczykowski, Mandi Ehman. All In Good Time: When to Save, Stock Up, and Schedule Everything for Your Home. – М.: , 2012. – 320 с. Patrick Ezigbo. Model for Data Integration in Financial Services Institutions. – М.: LAP Lambert Academic Publishing, 2011. – 180 с. Ritesh Keshri. Modelling of Series Resonant Inverter. – М.: LAP Lambert Academic Publishing, 2012. – 88 с. Sahil Verma and Ramesh Kumar Sunkaria. Heart Rate Determination with RR and PP Interval Time Series. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Rohit Deshpande. Chaotic Time series prediction: A Neural Network Approach. – М.: LAP Lambert Academic Publishing, 2012. – 56 с. Antti Sorjamaa. Methodologies for Time Series Prediction and Missing Value Imputation. – М.: LAP Lambert Academic Publishing, 2011. – 92 с. Alina Barbulescu,Carmen Maftei and Elena Bautu. Modeling the hydro-meteorological time series. – М.: LAP Lambert Academic Publishing, 2011. – 136 с. Olanrewaju Shittu. Analysis of Time Series Data in the Presence of Outliers. – М.: LAP Lambert Academic Publishing, 2011. – 132 с. S. Durga Prasad,Balasiddamuni Pagadala and Ramesh Mummineni. Statistical Inference In Time Series Regression Models. – М.: LAP Lambert Academic Publishing, 2013. – 212 с. Jesse Mwangi. Non-Linear Time Series Models. – М.: LAP Lambert Academic Publishing, 2012. – 120 с. VENKATESAN .D and . ARUMUGAM.P. A BAYESIAN ANALYSIS OF CHANGING TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 136 с. Bisher Iqelan. Periodically Correlated Time Series: Models and Examples. – М.: LAP Lambert Academic Publishing, 2011. – 204 с. Tigist Mideksa Damesa. A Multivariate Time Series Analysis of Agrometeorological Data. – М.: LAP Lambert Academic Publishing, 2011. – 64 с. Raid Salha. Kernel Estimation for the Mode and Quantiles of Time Series. – М.: LAP Lambert Academic Publishing, 2011. – 168 с. B.Ramana Murthy and P. Balasiddamuni. Selection Criteria for Statistical Models. – М.: LAP Lambert Academic Publishing, 2013. – 360 с. Gerard Keogh. Univariate Time Series Modelling and Forecasting using TSMARS. – М.: LAP Lambert Academic Publishing, 2010. – 248 с. Jorge Caiado. Classification and clustering of time series. – М.: LAP Lambert Academic Publishing, 2010. – 208 с. Ravi Ramakrishnan. Robust multivariate and nonlinear time series models. – М.: LAP Lambert Academic Publishing, 2010. – 156 с. Mengistu Kefale. Time Series Analysis on Price and rainfall pattern of Bahir Dar, Ethiopia. – М.: LAP Lambert Academic Publishing, 2010. – 64 с. VENKATESAN .D and VIJAYAKUMAR. M. BAYESIAN INFERENCE FOR STRUCTURAL CHANGES IN TIME SERIES MODELS. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Brian Oduor,Benard Okelo and Silas Onyango. Financial mathematics. – М.: LAP Lambert Academic Publishing, 2011. – 72 с. Isabel Silva. Analysis of discrete-valued time series. – М.: LAP Lambert Academic Publishing, 2012. – 288 с. Olaoluwa S. Yaya and Olanrewaju I. Shittu. Basic Questions And Answers In Introductory Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2013. – 112 с. Stefanos Giakoumatos. BAYESIAN STOCHASTIC VOLATILITY MODELS. – М.: LAP Lambert Academic Publishing, 2010. – 240 с. Dario Bovina. Scaling properties of financial time series. – М.: LAP Lambert Academic Publishing, 2011. – 120 с. Yared Assefa. Time Series and Spatial Analysis of Crop Yield. – М.: LAP Lambert Academic Publishing, 2013. – 84 с. Fuhad Ahmed and Ahmed Kabir Chowdhury. Time Series Model Building On Climate Data In Sylhet. – М.: LAP Lambert Academic Publishing, 2014. – 216 с. Anuj Kumar. Introduction & Review Collection for Analysis of Financial Time Series. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Riswan Efendi. The Appropriate Weight Fuzzy Time Series for the Stationary Data. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Shree Ram Khadka. Mixed-model Just-in-time Sequencing Problem. – М.: LAP Lambert Academic Publishing, 2012. – 140 с. Reza Habibi. Applications of Statistical Engineering Tools in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2013. – 52 с. Antonio Sawaya. Financial Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 76 с. Yussif Dokurugu. Epidemiology & Time Series Analysis of Ghana Health Insurance Scheme. – М.: Scholars' Press, 2014. – 164 с. Ritu Vijay. Time Series Analysis using Neural Networks. – М.: LAP Lambert Academic Publishing, 2012. – 60 с. Amos Tiereyangn Kabo-bah. Developing water quality modelling scheme in ILWIS Open. – М.: LAP Lambert Academic Publishing, 2011. – 80 с. Francisco Martinez Alvarez. Advanced Time Series Forecasting Using Data Mining Techniques. – М.: LAP Lambert Academic Publishing, 2010. – 164 с. Yasser Ali Khan. Embracing Model Transformations in Requirements Specification. – М.: LAP Lambert Academic Publishing, 2013. – 244 с. Yanhui Li. Cache Modeling for Timing Analysis in Real-Time Systems. – М.: LAP Lambert Academic Publishing, 2011. – 116 с. S. Akhter Raza and S. M. Aqil Burney. Time Series Analysis of High Speed Wireless Networks. – М.: LAP Lambert Academic Publishing, 2011. – 156 с. Ratnadip Adhikari and R. K. Agrawal. An Introductory Study on Time Series Modeling and Forecasting. – М.: LAP Lambert Academic Publishing, 2013. – 76 с. Harya Widiputra. Multiple Time-Series Analysis and Modelling. – М.: LAP Lambert Academic Publishing, 2012. – 312 с. Simon DABLEMONT. Forecasting of High Frequency Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 384 с. Jesper Boer. Modeling Volatility in Financial Time Series. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Khalid Zaman and Mehboob Ahmad. Time Series Econometrics: A Practical Approach to EViews Screen-Shots. – М.: LAP Lambert Academic Publishing, 2010. – 160 с. M. F. Omran. Modelling the Probability Distribution of Stock Price Changes. – М.: LAP Lambert Academic Publishing, 2010. – 140 с. Belay Belete Anjullo and Ayele Taye. The Determinants of Domestic Price Volatility for Cereals in Ethiopia. – М.: LAP Lambert Academic Publishing, 2011. – 128 с. Mohamed Mukras. Fundamental Principles of Time Series Econometrics Volume I. – М.: LAP Lambert Academic Publishing, 2012. – 432 с. IOANNIS NEOKOSMIDIS. VOLATILITY MODELLING AND TIME SERIES ANALYSIS. – М.: LAP Lambert Academic Publishing, 2010. – 88 с. Zelalem Abahana,Matthew Diersen and Jing Li. Statistical Time Series Analysis on Basis and Volume Contracted. – М.: LAP Lambert Academic Publishing, 2012. – 84 с. Ahmed Shamiri. Comparing the Accuracy Forecasts from Competing GARCH models. – М.: LAP Lambert Academic Publishing, 2010. – 200 с. Mohamed Mukras. Fundamental Principles of Time Series Econometrics Volume II. – М.: LAP Lambert Academic Publishing, 2012. – 460 с. Mehmet Guray Unsal and Resat Kasap. Residual Types In Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2013. – 64 с. Dominique Habimana. Time Series Econometrics Analysis. – М.: LAP Lambert Academic Publishing, 2010. – 60 с. Olushina Olawale Awe. Econometric Time Series Analysis. – М.: LAP Lambert Academic Publishing, 2012. – 72 с. Jung-Suk Yu. The Fine Structure of Asset Returns, Jumps, and Stochastic Volatility. – М.: LAP Lambert Academic Publishing, 2013. – 128 с. Caner Ozdurak. Time Series Applications in Financial Economics. – М.: LAP Lambert Academic Publishing, 2012. – 52 с. Лучшие результаты Ничего не найдено Дополнительные результаты Наука человековедения. интервью с Д. Уолтоном, профессором London Metropolitan University, экспертом CIPD. Chartered Institute of Personnel and Development, автором программы Master of Arts in Human Resource Strategies. И. Смирнова, "Кадровый менеджмент", № 5, июль-август 2007. Автоматизация функционально-стоимостного управления с применением Hyperion Business Modeling. Д. Исаев, М. Перьков, "Финансовая газета. Региональный выпуск", № 41, 42, октябрь 2004. Trade-in как способ обмена автомобиля. С.Н. Гордеева, "Торговля: бухгалтерский учет и налогообложение", N 2, февраль 2011 г. Проблемы применения универсальной юрисдикции in absentia. Г.А. Королев, "Журнал российского права", № 10, октябрь 2009. Тонкости trade-in. С.А.Королев, "НДС. Проблемы и решения", № 8, август 2009. In-store banking - новая модель банковского бизнеса. А. Пятков, "Банковское обозрение", № 11, ноябрь 2008. Ключ к проблеме привлечения инвестиций российскими банками". интервью с Н. Леманом, партнером консалтинговой компании Financial Consulting Group. С.Ю. Муртузалиева, "МСФО и МСА в кредитной организации", № 1, январь-март 2008. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Julia Здравствуйте, хочу сообщить, что курсовую проверили и ни каких исправлений или дополнений не было. Спасибо большое.