Financial Economics and Quantitative Analysis Series – serie
Visar alla böcker i serien Financial Economics and Quantitative Analysis Series. Handla med fri frakt och snabb leverans.
8 produkter
Quantitative Financial Economics
Stocks, Bonds and Foreign Exchange
Av Keith Cuthbertson, Dirk Nitzsche
Häftad, 2005
610 kr
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Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this second edition has been fully revised and …
Developments in Forecast Combination and Portfolio Choice
Inbunden, 2001
1525 kr
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Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals …
Maximum Entropy Econometrics
Robust Estimation with Limited Data
Av Amos Golan, George G. Judge m. fl.
Inbunden, 1996
1777 kr
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In the theory and practice of econometrics the model, the methodand the data are all interdependent links in informationrecovery-estimation and inference. Seldom, however, are theeconomic and statistical models correctly specified, the datacomplete or capable of being replicated, the estimation …
Stable Paretian Models in Finance
Av Svetlozar T. Rachev, Stefan Mittnik
Inbunden, 2000
1597 kr
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The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
Forecasting Financial Markets
Exchange Rates, Interest Rates and Asset Management
Av Christian Dunis, Dunis m. fl.
Inbunden, 1996
1630 kr
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Today s financial markets are characterised by a large number ofparticipants, with different appetites for risk, different timehorizons, different motivations and reactions to unexpected news.The mathematical techniques and models used in the forecasting offinancial markets have therefore grown …
Nonlinear Modelling of High Frequency Financial Time Series
Inbunden, 1998
1481 kr
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Nonlinear Modelling of High Frequency Financial Time Series Edited by Christian Dunis and Bin Zhou In the competitive and risky environment of today's financial markets, daily prices and models based upon low frequency price series data do not provide the level of accuracy required by traders and a …
Financial Innovation
Av Philip Molyneux, Nidal Shamroukh
Inbunden, 1999
1484 kr
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Financial Innovation Philip Molyneux and Nidal Shamroukh Over the past twenty years there has been a massive increase in the development of new financial instruments, many of which have been off-balance-sheet activities. These instruments have become increasingly complex, placing higher demand on …
Making of Monetary Policy in the UK, 1975-2000
Av David Cobham
Inbunden, 2002
1211 kr
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Over the quarter of a century with which this book is concerned,the UK has had an extraordinarily diverse experience of monetarypolicy and monetary regimes. Monetary policy has been transformed,from attempts to control broad money from the supply side with theuse of indirect controls on banks' …
