Theodore Bos – författare
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3 produkter
3 produkter
Del 2 - Advances in Pacific Basin Financial Markets
Advances in Pacific Basin Financial Markets
Inbunden, Engelska, 1996
1 241 kr
Skickas inom 5-8 vardagar
This second volume in the series discusses a variety of topics in the fields of derivative market analysis, macroeconomic factors, initial public offering studies, foreign exchange topics, financial management concerns and capital asset pricing and market efficiency studies.
Del 3 - Advances in Pacific Basin Financial Markets
Advances in Pacific Basin Financial Markets
Inbunden, Engelska, 1997
1 297 kr
Skickas inom 5-8 vardagar
This is the third volume in a series which examines advances in Pacific Basin financial markets. It discusses issues such as time-varying volatility estimates in option pricing, the risk behaviour of Hong Kong firms approaching bankruptcy, and the time value of futures options in Australia.
Del 51 - Quantitative Applications in the Social Sciences
Stochastic Parameter Regression Models
Häftad, Engelska, 1985
784 kr
Skickas inom 3-6 vardagar
Whereas standard regression models force economic relationships or behavior to be fixed through time, stochastic parameter regression models allow relationships to vary slowly--without need for specification of the causes of that variation. The authors thoroughly examine the usefulness of the Kalman filter and state-space modeling in work with the stochastic parameter regression model.