Andrew C. Harvey – författare
Visar alla böcker från författaren Andrew C. Harvey. Handla med fri frakt och snabb leverans.
10 produkter
Forecasting, Structural Time Series Models and the Kalman Filter
Inbunden, 1990
2482 kr
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In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a …
Forecasting, Structural Time Series Models and the Kalman Filter
Häftad, 1991
720 kr
Lägg i varukorg
In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a …
Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
Inbunden, 2013
1761 kr
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The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically …
Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
E-bok, 2013
602 kr
Lägg i varukorg
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically …
Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
E-bok, 2013
621 kr
Lägg i varukorg
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically …
Dynamic Models for Volatility and Heavy Tails
With Applications to Financial and Economic Time Series
Häftad, 2013
636 kr
Lägg i varukorg
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically …
Ökonometrische Analyse von Zeitreihen
Inbunden, 1994
1370 kr
Lägg i varukorg
Lehrbuch über die statistischen Aspekte ökonomischer Modellbildung. Zudem ein international als hervorragend geschätztes Buch.
Zeitreihenmodelle
Inbunden, 1994
1325 kr
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Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.
Ökonometrische Analyse von Zeitreihen
E-bok, 2018
1633 kr
Lägg i varukorg
Lehrbuch über die statistischen Aspekte ökonomischer Modellbildung. Zudem ein international als hervorragend geschätztes Buch.
Zeitreihenmodelle
E-bok, 2018
1569 kr
Lägg i varukorg
Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.
