Xekalaki, Evdokia
85,80€
ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The…
Gatu, Cristian
98,95€
Table of contents
Part I.Optimisation Models and Methods
1. A Supply Chain Network Perspective for Electric Power Generation, Supply, Transmission, and Consumption
Anna Nagurney, Dmytro Matsypura
2. Worst-Case Modelling for Management Decisions under Incomplete Information, with Application to Electricity Spot…
Francq, Christian
From 94,50€
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models…
Heim, John J.
163,65€
Table of contents
1. Introduction
John J. Heim
2. Methodology
John J. Heim
3. Literature Review
John J. Heim
4. The Consumption Models
John J. Heim
5. Models Identifying the Determinants Of Investment Spending And Borrowing
John J. Heim
6. The Exports Demand Equation
John J. Heim
7.…
Tsay, Ruey S.
From 112,85€
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples…
Tsay, Ruey S.
130,70€
A complete set of statistical tools for beginning financial analysts from a leading authority
Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of …
Paolella, Marc S.
124,30€
A comprehensive and timely edition on an emerging new trend in time series
Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis…
Bullard, Sam
66,00€
Discover the secrets to applying simple econometric techniques to improve forecasting
Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business…
Tsay, Ruey S.
123,40€
Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book.
Youll find a comprehensive and systematic introduction to financial econometric…
Sornette, Didier
117,70€
…Hierarchical and Ultrametric Models of Financial Crashes
Anna Pivovarova
18. Catastrophe Theory in Forecasting Financial Crises
Anastassia Pleten
19. A Mathematical Model for Market Manipulations
Bismark Singh
20.…
