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Handbook of Financial Time Series - gebunden oder broschiert
2009, ISBN: 3540712968
[EAN: 9783540712961], Tweedehands, goed, [SC: 6.9], [PU: Springer Berlin], STOCHASTIC DIFFERENTIAL EQUATIONS,FINANCIAL TIME SERIES,NONPARAMETRIC METHODS,CALCULUS,FINANCE,QUANTITATIVE FINA… Mehr…
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Handbook of Financial Time Series - gebunden oder broschiert
2009, ISBN: 3540712968
[EAN: 9783540712961], Gebraucht, guter Zustand, [PU: Springer Berlin], STOCHASTIC DIFFERENTIAL EQUATIONS,FINANCIAL TIME SERIES,NONPARAMETRIC METHODS,CALCULUS,FINANCE,QUANTITATIVE FINANCE,… Mehr…
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Handbook of Financial Time Series - Erstausgabe
2009, ISBN: 9783540712961
Gebundene Ausgabe
Buch, Hardcover, 2009, [PU: Springer Berlin], [ED: 1], Springer Berlin, 2009
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Handbook of Financial Time Series - gebunden oder broschiert
2009, ISBN: 3540712968
[EAN: 9783540712961], Neubuch, [PU: Springer Berlin Heidelberg], FINANZMATHEMATIK MATHEMATIK STATISTIK ÖKONOMETRIE WIRTSCHAFTSSTATISTIK STOCHASTIK WAHRSCHEINLICHKEITSRECHNUNG DATENVERARBE… Mehr…
Andersen, Torben Gustav Davis, Richard A. Kreiss, Jens-Peter Mikosch, Thomas:
Handbook of Financial Time Series - Erstausgabe2009, ISBN: 9783540712961
Gebundene Ausgabe
[ED: Gebunden], [PU: Springer Berlin Heidelberg], Editors very well known in their area of researchMany outstanding contributorsPreamble by Nobel prize winner Robert F. EngleThe Handbook … Mehr…
Handbook of Financial Time Series - gebunden oder broschiert
2009
ISBN: 3540712968
[EAN: 9783540712961], Tweedehands, goed, [SC: 6.9], [PU: Springer Berlin], STOCHASTIC DIFFERENTIAL EQUATIONS,FINANCIAL TIME SERIES,NONPARAMETRIC METHODS,CALCULUS,FINANCE,QUANTITATIVE FINA… Mehr…
Handbook of Financial Time Series - gebunden oder broschiert
2009, ISBN: 3540712968
[EAN: 9783540712961], Gebraucht, guter Zustand, [PU: Springer Berlin], STOCHASTIC DIFFERENTIAL EQUATIONS,FINANCIAL TIME SERIES,NONPARAMETRIC METHODS,CALCULUS,FINANCE,QUANTITATIVE FINANCE,… Mehr…
Handbook of Financial Time Series - Erstausgabe
2009, ISBN: 9783540712961
Gebundene Ausgabe
Buch, Hardcover, 2009, [PU: Springer Berlin], [ED: 1], Springer Berlin, 2009
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Detailangaben zum Buch - Handbook of Financial Time Series
EAN (ISBN-13): 9783540712961
ISBN (ISBN-10): 3540712968
Gebundene Ausgabe
Erscheinungsjahr: 2009
Herausgeber: Springer Berlin
1050 Seiten
Gewicht: 1,614 kg
Sprache: eng/Englisch
Buch in der Datenbank seit 2009-01-03T06:34:32+01:00 (Berlin)
Detailseite zuletzt geändert am 2024-02-08T18:22:59+01:00 (Berlin)
ISBN/EAN: 3540712968
ISBN - alternative Schreibweisen:
3-540-71296-8, 978-3-540-71296-1
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: torben gustav andersen richard davis jens peter kreiß thomas mikosch, krei, gustav goes, mikos, richard anders, tor andersen, thoma richard, peter kreis
Titel des Buches: handbook financial time series, goes time, four time, mikosch, andersen
Daten vom Verlag:
Autor/in: Torben Gustav Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas V. Mikosch
Titel: Handbook of Financial Time Series
Verlag: Springer; Springer Berlin
1050 Seiten
Erscheinungsjahr: 2009-04-01
Berlin; Heidelberg; DE
Sprache: Englisch
374,49 € (DE)
384,99 € (AT)
413,00 CHF (CH)
Available
XXIX, 1050 p.
BB; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Wirtschaft; Econometrics; Finance; Financial Time Series; Markov Chain; Simulation; Statistics; Stochastic Differential Equations; Time Series; calculus; modeling; nonparametric methods; quantitative finance; Statistics in Business, Management, Economics, Finance, Insurance; Econometrics; Mathematics in Business, Economics and Finance; Statistics and Computing; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Ökonometrie und Wirtschaftsstatistik; Angewandte Mathematik; Mathematische und statistische Software; EA; BC
Recent Developments in GARCH Modeling.- An Introduction to Univariate GARCH Models.- Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)#x2013;Processes.- ARCH(#x221E;) Models and Long Memory Properties.- A Tour in the Asymptotic Theory of GARCH Estimation.- Practical Issues in the Analysis of Univariate GARCH Models.- Semiparametric and Nonparametric ARCH Modeling.- Varying Coefficient GARCH Models.- Extreme Value Theory for GARCH Processes.- Multivariate GARCH Models.- Recent Developments in Stochastic Volatility Modeling.- Stochastic Volatility: Origins and Overview.- Probabilistic Properties of Stochastic Volatility Models.- Moment#x2013;Based Estimation of Stochastic Volatility Models.- Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility.- Stochastic Volatility Models with Long Memory.- Extremes of Stochastic Volatility Models.- Multivariate Stochastic Volatility.- Topics in Continuous Time Processes.- An Overview of Asset–Price Models.- Ornstein–Uhlenbeck Processes and Extensions.- Jump–Type Lévy Processes.- Lévy–Driven Continuous–Time ARMA Processes.- Continuous Time Approximations to GARCH and Stochastic Volatility Models.- Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance.- Parametric Inference for Discretely Sampled Stochastic Differential Equations.- Realized Volatility.- Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations.- Option Pricing.- An Overview of Interest Rate Theory.- Extremes of Continuous–Time Processes..- Topics in Cointegration and Unit Roots.- Cointegration: Overview and Development.- Time Series with Roots on or Near the Unit Circle.- Fractional Cointegration.- Special Topics –Risk.- Different Kinds of Risk.- Value–at–Risk Models.- Copula–Based Models for Financial Time Series.- Credit Risk Modeling.- Special Topics – Time Series Methods.- Evaluating Volatility and Correlation Forecasts.- Structural Breaks in Financial Time Series.- An Introduction to Regime Switching Time Series Models.- Model Selection.- Nonparametric Modeling in Financial Time Series.- Modelling Financial High Frequency Data Using Point Processes.- Special Topics – Simulation Based Methods.- Resampling and Subsampling for Financial Time Series.- Markov Chain Monte Carlo.- Particle Filtering.Editors very well known in their area of research Many outstanding contributors Preamble by Nobel prize winner Robert F. Engle Includes supplementary material: sn.pub/extras
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