C. Wells – författare
Visar alla böcker från författaren C. Wells. Handla med fri frakt och snabb leverans.
7 produkter
7 produkter
Inbunden, Engelska, 2010
632 kr
Skickas inom 10-15 vardagar
With studies of, amongst others, Miguel de Cervantes, Anton Chekhov, Charles Baudelaire and Henry James, this landmark collection of essays is a unique and wide-ranging exploration and celebration of the many forms of digression in major works by fifteen of the finest European writers from the early modern period to the present day.
E-bok
PDF, Engelska, 2010797 kr
Läs direkt efter köp
With studies of, amongst others, Miguel de Cervantes, Anton Chekhov, Charles Baudelaire and Henry James, this landmark collection of essays is a unique and wide-ranging exploration and celebration of the many forms of digression in major works by fifteen of the finest European writers from the early modern period to the present day.
Del 32 - Advanced Studies in Theoretical and Applied Econometrics
Kalman Filter in Finance
Inbunden, Engelska, 1995
1 115 kr
Skickas inom 10-15 vardagar
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
Häftad, Engelska, 2011
632 kr
Skickas inom 10-15 vardagar
With studies of, amongst others, Miguel de Cervantes, Anton Chekhov, Charles Baudelaire and Henry James, this landmark collection of essays is a unique and wide-ranging exploration and celebration of the many forms of digression in major works by fifteen of the finest European writers from the early modern period to the present day.
Del 6 - North West Wetlands Survey
Lowland Wetlands of Cumbria
Häftad, Engelska, 2001
567 kr
Skickas
Del 32 - Advanced Studies in Theoretical and Applied Econometrics
Kalman Filter in Finance
Häftad, Engelska, 2010
1 091 kr
Skickas inom 10-15 vardagar
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
E-bok
PDF, Engelska, 20131 408 kr
Läs direkt efter köp
A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.