عنوان
پدید آورنده
موضوع
رده
HG106 .W36 2003eb
HG106
.
W36
2003eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0203990730
(Number (ISBN
0415224543
(Number (ISBN
0415224551
(Number (ISBN
1134591128
(Number (ISBN
9780203990735
(Number (ISBN
9780415224543
(Number (ISBN
9780415224550
(Number (ISBN
9781134591121
NATIONAL BIBLIOGRAPHY NUMBER
Number
b754380
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Financial econometrics :
General Material Designation
[Book]
Other Title Information
methods and models /
First Statement of Responsibility
Peijie Wang.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Routledge,
Date of Publication, Distribution, etc.
2003.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiii, 178 pages) :
Other Physical Details
illustrations
SERIES
Series Title
Routledge Advanced Texts in Economics and Finance
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and indexes.
CONTENTS NOTE
Text of Note
Half-Title; Title; Copyright; Contents; Detailed contents; List of illustrations; Preface; Acknowledgements; 1 Stochastic processes and financial time series; 2 Unit roots, cointegration and other comovements in time series; 3 Time-varying volatility models -- GARCH and stochastic volatility; 4 Shock persistence and impulse response analysis; 5 Modelling regime shifts; 6 Present value models and tests for rationality and market efficiency; 7 State space models and the Kalman .lter; 8 Frequency domain analysis of time series; 9 Research tools and sources of information; Subject index
0
SUMMARY OR ABSTRACT
Text of Note
This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied.This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way.Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach he.
OTHER EDITION IN ANOTHER MEDIUM
Title
Financial econometrics.
International Standard Book Number
0415224551
TOPICAL NAME USED AS SUBJECT
Finance-- Econometric models.
Stochastic processes.
Time-series analysis.
BUSINESS & ECONOMICS-- Finance.
Econometria.
Finance-- Econometric models.
Processos estocasticos.
Stochastic processes.
Time-series analysis.
(SUBJECT CATEGORY (Provisional
BUS-- 027000
DEWEY DECIMAL CLASSIFICATION
Number
332/
.
01/5195
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
W36
2003eb
OTHER CLASS NUMBERS
Class number
85
.
03
Class number
85
.
03
.
Class number
85
.
33
Class number
85
.
33
.
System Code
bcl
System Code
bcl
System Code
bcl
System Code
bcl
PERSONAL NAME - PRIMARY RESPONSIBILITY
Wang, Peijie,1965-
ORIGINATING SOURCE
Date of Transaction
20201204140434.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
