. .
Deutsch
Deutschland
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Buch verkaufen
Anbieter, die das Buch mit der ISBN 9783540283423 ankaufen:
Suchtools
Anmelden

Anmelden mit Facebook:

Registrieren
Passwort vergessen?


Such-Historie
Merkliste
Links zu eurobuch.de

Dieses Buch teilen auf…
Buchtipps
Aktuelles
Tipp von eurobuch.de
Werbung
FILTER
- 0 Ergebnisse
Kleinster Preis: 91,00 €, größter Preis: 128,39 €, Mittelwert: 110,77 €
Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) - Wolfgang Lemke
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Wolfgang Lemke:
Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) - Taschenbuch

ISBN: 3540283420

[SR: 196062], Taschenbuch, [EAN: 9783540283423], Springer Berlin Heidelberg, Springer Berlin Heidelberg, Book, [PU: Springer Berlin Heidelberg], Springer Berlin Heidelberg, Term Structure Modeling and Estimation in a State Space Framework Presents a series of models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models, which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. Full description, 58206011, Ökonometrie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 58212011, Makroökonomie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 58303011, Wissenschaftliche Betriebsführung, 58298011, Management & Führung, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56248011, Angewandte Mathematik, 56261011, Biomathematik, 1320305031, Computermathematik, 56251011, Differentialgleichung, 56252011, Graphentheorie, 56253011, Lineare Programmierung, 56256011, Maschinenbau & Technik, 56181011, Spieltheorie, 56255011, Vektoranalyse, 56254011, Wahrscheinlichkeit & Statistik, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher

gebrauchtes bzw. antiquarisches Buch Amazon.de (Intern...
Herb Tandree Philosophy Books
Gebraucht Versandkosten:Innerhalb EU, Schweiz und Liechtenstein (sofern Lieferung möglich). Versandfertig in 1 - 2 Werktagen (EUR 3.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) - Wolfgang Lemke
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Wolfgang Lemke:
Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) - Taschenbuch

ISBN: 3540283420

[SR: 196062], Taschenbuch, [EAN: 9783540283423], Springer Berlin Heidelberg, Springer Berlin Heidelberg, Book, [PU: Springer Berlin Heidelberg], Springer Berlin Heidelberg, Term Structure Modeling and Estimation in a State Space Framework Presents a series of models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models, which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. Full description, 58206011, Ökonometrie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 58212011, Makroökonomie, 58202011, Wirtschaftswissenschaften, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 58303011, Wissenschaftliche Betriebsführung, 58298011, Management & Führung, 58173011, Business, Karriere & Geld, 54071011, Genres, 52044011, Fremdsprachige Bücher, 56248011, Angewandte Mathematik, 56261011, Biomathematik, 1320305031, Computermathematik, 56251011, Differentialgleichung, 56252011, Graphentheorie, 56253011, Lineare Programmierung, 56256011, Maschinenbau & Technik, 56181011, Spieltheorie, 56255011, Vektoranalyse, 56254011, Wahrscheinlichkeit & Statistik, 56214011, Mathematik, 56047011, Wissenschaft, 54071011, Genres, 52044011, Fremdsprachige Bücher

Neues Buch Amazon.de (Intern...
xmarketsgroupltd
, Neuware Versandkosten:Innerhalb EU, Schweiz und Liechtenstein (sofern Lieferung möglich). Versandfertig in 1 - 2 Werktagen (EUR 3.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Term Structure Modeling and Estimation in a State Space Framework - Wolfgang Lemke
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Wolfgang Lemke:
Term Structure Modeling and Estimation in a State Space Framework - Taschenbuch

2004, ISBN: 9783540283423

[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled 'Term Structure Modeling and Estimation in a State Space Framework' at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 239x156x17 mm, 222, [GW: 379g], offene Rechnung (Vorkasse vorbehalten), sofortueberweisung.de, Selbstabholung und Barzahlung, Skrill/Moneybookers, PayPal, Lastschrift, Banküberweisung, Interntationaler Versand

Neues Buch Booklooker.de
Buchhandlung Hoffmann
Versandkosten:Versandkostenfrei, Versand nach Deutschland (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Term Structure Modeling and Estimation in a State Space Framework - Wolfgang Lemke
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Wolfgang Lemke:
Term Structure Modeling and Estimation in a State Space Framework - Taschenbuch

2005, ISBN: 3540283420

ID: 13164149417

[EAN: 9783540283423], Neubuch, [SC: 0.0], [PU: Springer-Verlag Gmbh Sep 2005], FINANZMATHEMATIK; MATHEMATIK / FINANZWIRTSCHAFT; ÖKONOMETRIE; ÖKONOMIE; WIRTSCHAFTSWISSENSCHAFT, Neuware - This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled 'Term Structure Modeling and Estimation in a State Space Framework' at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination. 222 pp. Englisch

Neues Buch ZVAB.com
AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
NEW BOOK Versandkosten:Versandkostenfrei (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Term Structure Modeling and Estimation in a State Space Framework - Beckmann, M.; Knzi, H. P.; Fandel, G.; Trockel, W.; Basile, A.
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Beckmann, M.; Knzi, H. P.; Fandel, G.; Trockel, W.; Basile, A.:
Term Structure Modeling and Estimation in a State Space Framework - neues Buch

ISBN: 9783540283423

ID: 257143

Presents a series of models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models, which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. Business Business eBook, Springer

Neues Buch Ebooks.com
Versandkosten:zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.

Details zum Buch
Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems)
Autor:

Wolfgang Lemke

Titel:

Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems)

ISBN-Nummer:

This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. It is shown that the theoretical models can easily be cast into the statistical state space form, which provides a convenient framework for statistical inference. An application to US data illustrates the properties of the models and shows the estimation techniques at work. TOC:Introduction.- The Term Structure of Interest Rates.- Discrete-Time Models of the Term Structure.- Continuous-Time Models of the Term Structure.- State Space Models.- State Space Models with a Gaussian Mixture.- Simulation Results for the Mixture Model.- Estimation of Term Structure Models.- An Empirical Application.- Summary and Outlook.

Detailangaben zum Buch - Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems)


EAN (ISBN-13): 9783540283423
ISBN (ISBN-10): 3540283420
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2006
Herausgeber: Springer-Verlag GmbH

Buch in der Datenbank seit 24.04.2007 10:40:26
Buch zuletzt gefunden am 30.06.2017 13:09:29
ISBN/EAN: 9783540283423

ISBN - alternative Schreibweisen:
3-540-28342-0, 978-3-540-28342-3


< zum Archiv...
Benachbarte Bücher