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In den WarenkorbPAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Broschiert. Zustand: Gut. 256 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 490.
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Anbieter: Kennys Bookstore, Olney, MD, USA
Zustand: New. * Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models. Editor(s): McAleer, Michael; Oxley, Les. Series: Surveys of Recent Research in Economics. Num Pages: 264 pages, black & white illustrations. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 254 x 179 x 15. Weight in Grams: 466. . 2003. 1st Edition. Paperback. . . . . Books ship from the US and Ireland.
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In den WarenkorbPaperback. Zustand: Brand New. 264 pages. 9.50x6.75x0.75 inches. In Stock.
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In den WarenkorbKartoniert / Broschiert. Zustand: New. * Presents five state--of--the--art survey papers on time series econometrics. * Presents a modern financial econometrics software package. * Surveys recent developments in the field. * Discusses the theoretical properties of the GARCH family of models.
Taschenbuch. Zustand: Neu. Neuware - This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.