9780471784500 - financial econometrics: from basics to advanced modeling techniques (frank j. fabozzi series) von rachev, svetlozar t.; mittnik, stefan; fabozzi, frank j.; focardi, sergio m.; jašic, teo (10 Ergebnisse)
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Hardback. Zustand: Fair. A readable copy of the book which may include some defects such as highlighting and notes. Cover and pages may be creased and show discolouration.
Financial Econometrics : From Basics to Advanced Modeling Techniques
Focardi, Sergio M., Mittnik, Stefan, Fabozzi, Frank J., Rachev, Svetlozar T., Jasic, Teo
- Hardcover
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Zustand: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
Rachev, Svetlozar T.; Mittnik, Stefan; Fabozzi, Frank J.; Focardi, Sergio M.; Jašic, Teo
- Hardcover
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Zustand: New. Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probabilit…y theory and statistics. Series: Frank J. Fabozzi Series. Num Pages: 576 pages, Illustrations. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 162 x 37. Weight in Grams: 984. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Financial Econometrics From Basics to Advanced Modeling Techniques
Rachev, Svetlozar T./ Mittnik, Stefan/ Fabozzi, Frank J./ Focardi, Sergio M./ Jasic, Teo
- Hardcover
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Hardcover. Zustand: Brand New. 553 pages. 9.00x6.00x2.00 inches. In Stock.
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Gebunden. Zustand: New. Svetlozar T. Rachev, PhD, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering, Professor Emeritus at the University of California, Santa Barbara, and Chief Scientist of FinAnalytica.Stefan Mittnik is Profess.
- Hardcover
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Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 576 | Sprache: Englisch | Produktart: Bücher | Financial econometrics combines mathematical and statistical theory and techniques to understand and solve problems in financial economics. Modeling and forecasting financial time series, such as prices, returns, interest rates, financi…al ratios, and defaults, are important parts of this field. In Financial Econometrics, you'll be introduced to this growing discipline and the concepts associated with it-from background material on probability theory and statistics to information regarding the properties of specific models and their estimation procedures. With this book as your guide, you'll become familiar with: Autoregressive conditional heteroskedasticity (ARCH) and GARCH modeling Principal components analysis (PCA) and factor analysis Stable processes and ARMA and GARCH models with fat-tailed errors Robust estimation methods Vector autoregressive and cointegrated processes, including advanced estimation methods for cointegrated systems And much more The experienced author team of Svetlozar Rachev, Stefan Mittnik, Frank Fabozzi, Sergio Focardi, and Teo Jasic not only presents you with an abundant amount of information on financial econometrics, but they also walk you through a wide array of examples to solidify your understanding of the issues discussed. Filled with in-depth insights and expert advice, Financial Econometrics provides comprehensive coverage of this discipline and clear explanations of how the models associated with it fit into today's investment management process.
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Buch. Zustand: Neu. Neuware - Financial econometrics combines mathematical and statistical theory and techniques to understand and solve problems in financial economics. Modeling and forecasting financial time series, such as prices, returns, interest rates, financial ratios, and defaults, are important parts of this field.In Fi…nancial Econometrics, you'll be introduced to this growing discipline and the concepts associated with it--from background material on probability theory and statistics to information regarding the properties of specific models and their estimation procedures.With this book as your guide, you'll become familiar with:\* Autoregressive conditional heteroskedasticity (ARCH) and GARCH modeling\* Principal components analysis (PCA) and factor analysis\* Stable processes and ARMA and GARCH models with fat-tailed errors\* Robust estimation methods\* Vector autoregressive and cointegrated processes, including advanced estimation methods for cointegrated systems\* And much moreThe experienced author team of Svetlozar Rachev, Stefan Mittnik, Frank Fabozzi, Sergio Focardi, and Teo Jasic not only presents you with an abundant amount of information on financial econometrics, but they also walk you through a wide array of examples to solidify your understanding of the issues discussed.Filled with in-depth insights and expert advice, Financial Econometrics provides comprehensive coverage of this discipline and clear explanations of how the models associated with it fit into today's investment management process.
