Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A) - Image 1

£101.99

Jai Press Inc. Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)

Name: Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)
Brand: Jai Press Inc.
Price: 64.94 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 88 days • 88 data points

Historical

Generating forecast...

Price Distribution

Price distribution over 88 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £65 (63 days, 71.6%)

Price range: £65 - £102

Price levels: 2 different prices over 88 days

Description

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of "Volume 20 of Advances in Econometrics" are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps. This series aids in the diffusion of new econometric techniques. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume. It illustrates new concepts.

Key Features

Pages Count - 408. Binding type - Hardcover.

Product Specifications

Brand: Jai Press Inc.
Format: hardcover
ASIN: 0762312742
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 01 March 2006
Listed Since: 16 January 2007

Barcode

No barcode data available

Jai Press Inc. Econometric Analysis of Financial and Economic Time Series: Part a: 20, Part A (Advances in Econometrics, 20, Part A)

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications: 612 (Lecture Notes in Economics and Mathematical Systems, 612)

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications: 206 (Frank J. Fabozzi Series)

Forecasting Volatility in the Financial Markets (Quantitative Finance)

Handbook of Financial Econometrics: Applications (Volume 2) (Handbooks in Finance, Volume 2)

Applied Time Series Econometrics (Themes in Modern Econometrics)

Time Series and Dynamic Models (Themes in Modern Econometrics)

The Elements of Financial Econometrics

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

Data Science for Financial Econometrics: 898 (Studies in Computational Intelligence, 898)

Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling: V43, Part A (Advances in Econometrics, 43, Part A)

Nonlinear Time Series Analysis of Business Cycles: 276 (Contributions to Economic Analysis, 276)

A Course on Statistics for Finance

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)

Henri Theil’s Contributions to Economics and Econometrics: Volume III: Economic Policy and Forecasts, and Management Science: 24 (Advanced Studies in Theoretical and Applied Econometrics, 24)

New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)

Numerical Methods for Finance (Chapman & Hall/CRC Financial Mathematics)

Henri Theil’s Contributions to Economics and Econometrics: Volume II: Consumer Demand Analysis and Information Theory: 25 (Advanced Studies in Theoretical and Applied Econometrics, 25)

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

Handbook of Research Methods and Applications in Empirical Finance