Narrow search
Showing 1 - 10 of 1,785
Cover Image
Forecasting and Hedging in the Foreign Exchange Markets
Ullrich, Christian (contributor) - 2009
The growing complexity of many real world problems is one of the biggest challenges of our time. The area of international finance is one prominent example where decision making is often fraud to mistakes, and tasks such as forecasting, trading and hedging exchange rates seem to be too difficult...
Persistent link: https://www.econbiz.de/10013521171
Cover Image
Foreign-Exchange-Rate Forecasting With Artificial Neural Networks
Yu, Lean - 2007
The book focuses on forecasting foreign exchange rates via artificial neural networks. It creates and applies the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting. The result is an up-to-date review of the most recent research...
Persistent link: https://www.econbiz.de/10013522719
Cover Image
Time Series Econometrics
Neusser, Klaus - 2016
application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of … VAR Models -- 13. Forecasting with VAR Models -- 14. Interpretation of VAR Models -- 15. Co-integration -- 16. The Kalman …
Persistent link: https://www.econbiz.de/10012397877
Cover Image
Informationsgewinnung aus Optionspreisen : Eine empirische Analyse des US-Dollar/Euro-Wechselkurses
Locht, Nicole van de - 2009
empirisch beobachtete Abweichung von der ungedeckten Zinsparität beim US-Dollar/Euro-Wechselkurs erklären kann. Außerdem …
Persistent link: https://www.econbiz.de/10014015223
Cover Image
Multivariate Modelling of Non-Stationary Economic Time Series
Hunter, John - 2017 - 2nd ed. 2017
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration … Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods … to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and …
Persistent link: https://www.econbiz.de/10012398276
Cover Image
Kointegrationskonzepte für die Kreditrisikomodellierung : Systematische Kreditrisiken und makroökonomische Theorienbildung
Wagatha, Matthias - 2005 - Gabler Edition Wissenschaft
In den letzten Jahren sind die Messung und die Steuerung von Kreditrisiken aufgrund der verschlechterten makroökonomischen Rahmenbedingungen und der daraus resultierenden Zunahme der Insolvenzen ins Zentrum des Interesses gerückt. Verstärkt wird diese Entwicklung durch die vom Baseler...
Persistent link: https://www.econbiz.de/10013517344
Cover Image
Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - Gabler Edition Wissenschaft
Charakteristisch für Emerging Markets sind hohe Aktienrenditen und eine geringe Korrelation mit den Aktienrenditen der entwickelten Märkte, so dass durch Diversifikation der Investmentanlagen eine Verringerung des Portfoliorisikos erreicht werden kann. Die zunehmende Integration...
Persistent link: https://www.econbiz.de/10013517438
Cover Image
Topics in Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Faliva, Mario (contributor); Zoia, Maria Grazia (contributor) - 2006
Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes.The book also presents an analytical setting to guide the formulation and solution in closed...
Persistent link: https://www.econbiz.de/10013520512
Cover Image
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut - 2005
Persistent link: https://www.econbiz.de/10013520820
Cover Image
Modelling Non-Stationary Time Series : A Multivariate Approach
Burke, Simon P.; Hunter, John - 2005
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real …. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural …
Persistent link: https://www.econbiz.de/10012053773