Nonlinear Time Series Analysis of Economic and Financial Data, Philip Rothman

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
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Цена: 73920.00 T
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Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Автор: Durbin, James; Koopman, Siem Jan
Название: Time Series Analysis by State Space Methods
ISBN: 019964117X ISBN-13(EAN): 9780199641178
Издательство: Oxford Academ
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Цена: 121440.00 T
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Описание: This new edition updates Durbin & Koopman`s important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

Автор: Pena, Daniel S. Tiao, George C. Tsay, Ruey S.
Название: Course in time series analysis
ISBN: 047136164X ISBN-13(EAN): 9780471361640
Издательство: Wiley
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Цена: 209030.00 T
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Описание: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.

Автор: XY. Deistler; XY. F?rst; XY. Schw?dlauer
Название: Games, Economic Dynamics, and Time Series Analysis
ISBN: 3790802719 ISBN-13(EAN): 9783790802719
Издательство: Springer
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Цена: 81050.00 T
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Автор: Toru Maruyama; Wataru Takahashi
Название: Nonlinear and Convex Analysis in Economic Theory
ISBN: 3540587675 ISBN-13(EAN): 9783540587675
Издательство: Springer
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Цена: 102480.00 T
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Описание: This collection of articles illuminates the interaction between economic theory and mathematical analysis. It covers nonlinear dynamical systems and business fluctuations, fixed point theory, convex analysis, stochastic analysis and financial markets, and general equilibrium analysis.

Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan
Название: An Introduction to State Space Time Series Analysis
ISBN: 0199228876 ISBN-13(EAN): 9780199228874
Издательство: Oxford Academ
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Цена: 51210.00 T
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Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.

Автор: Ruey Tsay
Название: Analysis of Financial Time Series
ISBN: 0470414359 ISBN-13(EAN): 9780470414354
Издательство: Wiley
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Цена: 131950.00 T
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Описание: Analysis of Financial Time Series, Third Edition 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 and real financial data throughout the book to apply the models and methods described.

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521520916 ISBN-13(EAN): 9780521520911
Издательство: Cambridge Academ
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Цена: 49630.00 T
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Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Автор: Christian Hafner
Название: Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility
ISBN: 379081041X ISBN-13(EAN): 9783790810417
Издательство: Springer
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Цена: 81050.00 T
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Описание: This volume examines nonlinear time series analysis with applications to foreign exchange rate volatility. Topics include: modelling volatility of financial time series; nonlinear time series analysis; ARCH models and extensions; non-parametric and semi-parametric models.

Автор: Ruey S. Tsay
Название: Analysis of Financial Time Series, 2nd Edition
ISBN: 0471690740 ISBN-13(EAN): 9780471690740
Издательство: Wiley
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Цена: 98730.00 T
Наличие на складе: Поставка под заказ.
Описание: Gives an introduction to financial econometric models and their applications to modeling and prediction of financial time series data. This work also helps you master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high frequency financial data, and continuous time models.

Автор: Terasvirta Clive W J
Название: Modelling Nonlinear Economic Time Series
ISBN: 0199587159 ISBN-13(EAN): 9780199587155
Издательство: Oxford Academ
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Цена: 43810.00 T
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Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

Автор: Granger Clive William John, Hatanaka Michio, Granger C. W. J.
Название: Spectral Analysis of Economic Time Series. (Psme-1)
ISBN: 069162478X ISBN-13(EAN): 9780691624785
Издательство: Wiley
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Цена: 44350.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that