Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7 707 857-29-98
  +7(7172) 448953
  10:00-18:00 пн-пт
  shop@logobook.kz
   
    Поиск книг                        
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Бестселлеры | |
 

The Econometric Modelling of Financial Time Series, 


Варианты приобретения
Цена: 21380T
Кол-во:
 о цене
Наличие: Невозможна поставка.

в Мои желания


Название:  The Econometric Modelling of Financial Time Series   (Эконометрическое моделирование финансов)
Издательство: Cambridge Academ
Классификация:
ISBN: 0521624924
ISBN-13(EAN): 9780521624923
Обложка/Формат: Paperback
Страницы: 380
Вес: 0.622 кг.
Дата издания: 26.08.1999
Язык: English
Издание: 2 rev ed
Иллюстрации: 35 tables
Размер: 22.86 x 15.47 x 2.29 cm
Читательская аудитория: Professional & vocational
Рейтинг:
Поставляется из: Англии
Описание: Substantially revised and updated second edition of Terry Mills best-selling graduate textbook The Econometric Modelling of Financial Time Series. The book provides detailed coverage of the variety of models that are currently being used in the empiric
Дополнительное описание: Кол-во стр.: 380
Формат: 229 x 154 x 24
Дата издания: 1999
Страна: UK
Круг читателей: postgraduate; research, professional
Иллюстрации: 35 tables, 46 figures
Вес: 608



      Новое издание
The Econometric Modelling of Financial Time Series

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 052171009X ISBN-13(EAN): 9780521710091
Издательство: Cambridge Academ
Цена: 35630 T
Описание: This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.


Mostly harmless econometrics

Автор: Angrist, J.d. Pischke, Jorn-steffen
Название: Mostly harmless econometrics
ISBN: 0691120358 ISBN-13(EAN): 9780691120355
Издательство: Wiley
Рейтинг:
Цена: 33270 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 39590 T
Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

A Guide to Modern Econometrics

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
Рейтинг:
Цена: 39590 T
Наличие на складе: Поставка под заказ.
Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek

Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
Рейтинг:
Цена: 56230 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Рейтинг:
Цена: 79190 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

The Econometric Modelling of Financial Time Series

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 052171009X ISBN-13(EAN): 9780521710091
Издательство: Cambridge Academ
Рейтинг:
Цена: 35630 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. This third edition contains a wealth of material reflecting the developments of the last decade, including a new chapter on nonlinearity and its testing.

The Econometric Modelling of Financial Time Series

Автор: Terence C. Mills
Название: The Econometric Modelling of Financial Time Series
ISBN: 0521883814 ISBN-13(EAN): 9780521883818
Издательство: Cambridge Academ
Цена: 53070 T
Наличие на складе: Невозможна поставка.
Описание: A unique, self-contained introduction to nonequilibrium many-body theory, with a focus on the time-dependent aspect. Topics range from basic quantum mechanics to nonequilibrium Green`s function formalisms, and with full derivations of every result and an abundance of illustrative examples, this accessible book is ideal for graduate students and researchers alike.

An Introduction to Modern Econometrics Using Stata

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Рейтинг:
Цена: 63160 T
Наличие на складе: Невозможна поставка.
Описание:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.

As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.

Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.


Econometric Analysis of Panel Data

Автор: Baltagi Badi H
Название: Econometric Analysis of Panel Data
ISBN: 1118672321 ISBN-13(EAN): 9781118672327
Издательство: Wiley
Рейтинг:
Цена: 40390 T
Наличие на складе: Невозможна поставка.
Описание: Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.

Applied Nonparametric Econometrics

Автор: Henderson
Название: Applied Nonparametric Econometrics
ISBN: 0521279682 ISBN-13(EAN): 9780521279680
Издательство: Cambridge Academ
Рейтинг:
Цена: 31670 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications.

Applied Econometric Time Series, Second Edition

Автор: Walter Enders
Название: Applied Econometric Time Series, Second Edition
ISBN: 0471230650 ISBN-13(EAN): 9780471230656
Издательство: Wiley
Цена: 29270 T
Наличие на складе: Невозможна поставка.
Описание: Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time--series econometrics, such as out--of--sample forecasting techniques, non--linear time--series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.

The Structural Econometric Time Series Analysis Approach

Автор: Arnold Zellner (Editor)
Название: The Structural Econometric Time Series Analysis Approach
ISBN: 0521187435 ISBN-13(EAN): 9780521187435
Издательство: Cambridge Academ
Рейтинг:
Цена: 37220 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making.


Казахстан, 010000 Нур-султан(Астана) р-он Сарыарка, ул. Маскеу, 40 , офис 202
ТОО "Логобук" Тел:+7(7172) 448953 , +7 707 857-29-98 www.logobook.kz
Kaspi QR
   В Контакте     В Контакте Мед  Мобильная версия