Dynamic Modeling and Econometrics in Economics and Finance – serie
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63 produkter
Optimization in Economics and Finance
Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
Av Bruce D. Craven, Sardar M. N. Islam
Inbunden, 1899
1095 kr
Lägg i varukorg
Many optimization questions arise in economics and finance; an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be …
Modern Linear and Nonlinear Econometrics
Inbunden, 2006
1688 kr
Lägg i varukorg
The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series …
Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations
Av Joseph E.J.K Plasmans, Jacob Engwerda m. fl.
Inbunden, 2006
1688 kr
Lägg i varukorg
Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations analyzes coordination of monetary and fiscal stabilization policies between countries and currency areas using a dynamic game approach. The first four chapters introduce the reader to the dynamics of fiscal and monetary policy …
Stochastic Volatility in Financial Markets
Crossing the Bridge to Continuous Time
Av Antonio Mele, Fabio Fornari
Inbunden, 2000
1131 kr
Lägg i varukorg
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of …
Nonlinear Time Series Analysis of Economic and Financial Data
Inbunden, 1999
3378 kr
Lägg i varukorg
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically …
Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Av Douglas M. Patterson, Richard A. Ashley
Inbunden, 1999
1693 kr
Lägg i varukorg
The analysis ofwhat might be called "dynamic nonlinearity" in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr …
Contributions to Modern Econometrics
From Data Analysis to Economic Policy
Inbunden, 2002
1131 kr
Lägg i varukorg
The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole …
Dynamic Programming in Economics
Inbunden, 2003
1643 kr
Lägg i varukorg
Dynamic Programming in Economics is an outgrowth of a course intended for students in the first year PhD program and for researchers in Macroeconomics Dynamics. It can be used by students and researchers in Mathematics as well as in Economics. The purpose of Dynamic Programming in Economics is …
Empirical Studies on Volatility in International Stock Markets
Inbunden, 2003
1131 kr
Lägg i varukorg
Financial market volatility plays a crucial role in financial decision making, as volatility forecasts are important input parameters in areas such as option pricing, hedging strategies, portfolio allocation and Value-at-Risk calculations. The fact that financial innovations arrive at an …
Optimization in Economics and Finance
Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
Av Bruce D. Craven, Sardar M. N. Islam
Häftad, 2011
1098 kr
Lägg i varukorg
Many optimization questions arise in economics and finance; an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be …
Modern Linear and Nonlinear Econometrics
Häftad, 2011
1643 kr
Lägg i varukorg
The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series …
Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations
Av Joseph E.J.K Plasmans, Jacob Engwerda m. fl.
Häftad, 2010
1693 kr
Lägg i varukorg
Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations analyzes coordination of monetary and fiscal stabilization policies between countries and currency areas using a dynamic game approach. The first four chapters introduce the reader to the dynamics of fiscal and monetary policy …
Contributions to Modern Econometrics
From Data Analysis to Economic Policy
Häftad, 2011
1131 kr
Lägg i varukorg
The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole …
Dynamic Programming in Economics
Av Cuong Van, Rose-Anne Dana m. fl.
Häftad, 2010
1643 kr
Lägg i varukorg
Dynamic Programming in Economics is an outgrowth of a course intended for students in the first year PhD program and for researchers in Macroeconomics Dynamics. It can be used by students and researchers in Mathematics as well as in Economics. The purpose of Dynamic Programming in Economics is …
Empirical Studies on Volatility in International Stock Markets
Häftad, 2010
1131 kr
Lägg i varukorg
Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, …
Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Av Douglas M. Patterson, Richard A. Ashley
Häftad, 2012
1693 kr
Lägg i varukorg
The analysis ofwhat might be called "dynamic nonlinearity" in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr …
Stochastic Volatility in Financial Markets
Crossing the Bridge to Continuous Time
Av Antonio Mele, Fabio Fornari
Häftad, 2012
1131 kr
Lägg i varukorg
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of …
Nonlinear Time Series Analysis of Economic and Financial Data
Häftad, 2012
3378 kr
Lägg i varukorg
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically …
Dynamic Analysis in Complex Economic Environments
Essays in Honor of Christophe Deissenberg
Av Herbert Dawid, Jasmina Arifovic
Inbunden, 2020
1576 kr
Lägg i varukorg
This book analyses decision-making in dynamic economic environments. By applying a wide range of methodological approaches, combining both analytical and computational methods, the contributors examine various aspects of optimal firm behaviour and relevant policy areas. Topics covered include …
Dynamic Analysis in Complex Economic Environments
Essays in Honor of Christophe Deissenberg
Av Herbert Dawid, Jasmina Arifovic
Häftad, 2021
1576 kr
Lägg i varukorg
This book analyses decision-making in dynamic economic environments. By applying a wide range of methodological approaches, combining both analytical and computational methods, the contributors examine various aspects of optimal firm behaviour and relevant policy areas. Topics covered include …
Recent Econometric Techniques for Macroeconomic and Financial Data
Av Gilles Dufrénot, Takashi Matsuki
Inbunden, 2020
1748 kr
Lägg i varukorg
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and …
Recent Econometric Techniques for Macroeconomic and Financial Data
Av Gilles Dufrénot, Takashi Matsuki
Häftad, 2021
1748 kr
Lägg i varukorg
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and …
Dynamic Economic Problems with Regime Switches
Av Josef L. Haunschmied, Raimund M. Kovacevic m. fl.
Inbunden, 2020
1639 kr
Lägg i varukorg
This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be …
Dynamic Economic Problems with Regime Switches
Av Josef L. Haunschmied, Raimund M. Kovacevic m. fl.
Häftad, 2021
1639 kr
Lägg i varukorg
This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be …
Nonlinearities in Economics
An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles
Av Giuseppe Orlando, Alexander N. Pisarchik m. fl.
Inbunden, 2021
1748 kr
Lägg i varukorg
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work …
Nonlinearities in Economics
An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles
Av Giuseppe Orlando, Alexander N. Pisarchik m. fl.
Häftad, 2022
1748 kr
Lägg i varukorg
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work …
Advanced REIT Portfolio Optimization
Innovative Tools for Risk Management
Av W. Brent Lindquist, Svetlozar T. Rachev m. fl.
Inbunden, 2022
736 kr
Lägg i varukorg
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT …
Advanced REIT Portfolio Optimization
Innovative Tools for Risk Management
Av W. Brent Lindquist, Svetlozar T. Rachev m. fl.
Häftad, 2023
680 kr
Lägg i varukorg
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT …
Model Predictive Control
Engineering Methods for Economists
Av Aris Daniilidis, Lars Grüne m. fl.
Inbunden, 2025
1966 kr
Lägg i varukorg
The book explores the field of model predictive control (MPC). It reports on the latest developments in MPC, current applications, and presents various subfields of MPC. The book features topics such as uncertain and stochastic MPC variants, learning and neural network approaches, easy-to-use …
Model Predictive Control
Engineering Methods for Economists
Av Aris Daniilidis, Lars Grüne m. fl.
Häftad, 2026
1966 kr
Lägg i varukorg
The book explores the field of model predictive control (MPC). It reports on the latest developments in MPC, current applications, and presents various subfields of MPC. The book features topics such as uncertain and stochastic MPC variants, learning and neural network approaches, easy-to-use …
