Financial econometrics :
Financial econometrics : from basics to advanced modeling techniques /
Svetlozar T. Rachev ... [et al.]
- Hoboken, N.J. : Wiley ; c2007.
- xx, 553 σ. : εικ. ; 24 εκ.
- Frank J. Fabozzi series .
- Frank J. Fabozzi series .
Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
Preface -- Abbreviations and Acronyms -- About the Authors -- Chapter 1: Financial Econometrics: Scope and Methods -- Chapter 2: Review of Probability and Statistics -- Chapter 3: Regression Analysis: Theory and Estimation -- Chapter 4: Selected Topics in Regression Analysis -- Chapter 5: Regression Applications in Finance -- Chapter 6: Modeling Univariate Time Series -- Chapter 7: Approaches to ARIMA Modeling and Forecasting -- Chapter 8: Autoregressive Conditional Heteroskedastic Models -- Chapter 9: Vector Autoregressive Models I -- Chapter 10Vector Autoregressive Models II -- Chapter11Cointegration and State Space Models -- Chapter 12 Robust Estimation -- Chapter 13 Principal Components Analysis and Factor Analysis -- Chapter 14
Heavy-Tailed and Stable Distributions In Financial Econometrics -- Chapter 15 ARMA and ARCH Models with Infinite-Variance Innovations -- Index.
0471784508 9780471784508
Οικονομία --Μαθηματικά μοντέλα
332.015 195
Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
Preface -- Abbreviations and Acronyms -- About the Authors -- Chapter 1: Financial Econometrics: Scope and Methods -- Chapter 2: Review of Probability and Statistics -- Chapter 3: Regression Analysis: Theory and Estimation -- Chapter 4: Selected Topics in Regression Analysis -- Chapter 5: Regression Applications in Finance -- Chapter 6: Modeling Univariate Time Series -- Chapter 7: Approaches to ARIMA Modeling and Forecasting -- Chapter 8: Autoregressive Conditional Heteroskedastic Models -- Chapter 9: Vector Autoregressive Models I -- Chapter 10Vector Autoregressive Models II -- Chapter11Cointegration and State Space Models -- Chapter 12 Robust Estimation -- Chapter 13 Principal Components Analysis and Factor Analysis -- Chapter 14
Heavy-Tailed and Stable Distributions In Financial Econometrics -- Chapter 15 ARMA and ARCH Models with Infinite-Variance Innovations -- Index.
0471784508 9780471784508
Οικονομία --Μαθηματικά μοντέλα
332.015 195
