Econometric Analysis of Financial Markets, J?rgen Kaehler; Peter Kugler
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 40130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Автор: Kontoghiorghes Erricos J., Gatu Cristian Название: Optimisation, Econometric and Financial Analysis ISBN: 3540366253 ISBN-13(EAN): 9783540366256 Издательство: Springer Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 52790.00 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.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 70910.00 T Наличие на складе: Поставка под заказ. Описание: Financial Markets and Corporate Strategy
Автор: Terence C. Mills Название: The Econometric Modelling of Financial Time Series ISBN: 0521883814 ISBN-13(EAN): 9780521883818 Издательство: Cambridge Academ Цена: 70750.00 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.
Автор: Erricos Kontoghiorghes; Cristian Gatu Название: Optimisation, Econometric and Financial Analysis ISBN: 3642071716 ISBN-13(EAN): 9783642071713 Издательство: Springer Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques.
Автор: Terence C. Mills Название: The Econometric Modelling of Financial Time Series ISBN: 052171009X ISBN-13(EAN): 9780521710091 Издательство: Cambridge Academ Рейтинг: Цена: 49630.00 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.
Автор: Li, Rita Yi Man, Название: Econometric analyses of international housing markets ISBN: 1138821934 ISBN-13(EAN): 9781138821934 Издательство: Taylor&Francis Рейтинг: Цена: 163330.00 T Наличие на складе: Невозможна поставка. Описание: This book explores how econometric modelling can be used to provide valuable insight into international housing markets.
Название: The Econometric Modelling of Financial Time Series ISBN: 0521624924 ISBN-13(EAN): 9780521624923 Издательство: Cambridge Academ Рейтинг: Цена: 28500.00 T Наличие на складе: Невозможна поставка. 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
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 58080.00 T Наличие на складе: Поставка под заказ. Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction.
This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.
Автор: Wang Название: Econometric Analysis of the Real Estate Market and Investment ISBN: 1138968218 ISBN-13(EAN): 9781138968219 Издательство: Taylor&Francis Рейтинг: Цена: 48990.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides an economic and econometric analysis of real estate investment and real estate market behaviour.
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz
