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Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet

Stoklossa, Harald - 2010

DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN...

Persistent link: https://www.econbiz.de/10014425190

Learning in Economic Systems with Expectations Feedback

Wenzelburger, Jan (contributor) - 2006

Persistent link: https://www.econbiz.de/10013520573

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes

Persistent link: https://www.econbiz.de/10012053891

Modeling Financial Time Series with S-Plus®

Zivot, Eric - 2003

The field of financial econometrics has exploded over the last decade. This book represents an integration of theory …'s Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series … leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics …

Persistent link: https://www.econbiz.de/10013523086

Inflation versus Price-Level Targeting : Bayesian Estimation of a Small Open DSGE Model for Switzerland

Heim, Lukas - 2015

Lukas Heim evaluates the performance of a price-level targeting rule compared to that of a standard inflation targeting rule. The comparison is based on a medium-scale DSGE model which has been estimated based on state-of-the-art Bayesian methods. The model for the Swiss economy is an expanded...

Persistent link: https://www.econbiz.de/10012819094

Operationalizing Dynamic Pricing Models : Bayesian Demand Forecasting and Customer Choice Modeling for Low Cost Carriers

Christ, Steffen - 2011

Dynamic Pricing of services has become the norm for many young service industries - especially in today’s volatile markets. Steffen Christ shows how theoretic optimization models can be operationalized by employing self-learning strategies to construct relevant input variables, such as latent...

Persistent link: https://www.econbiz.de/10014425365

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

Ardia, David (contributor) - 2008

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...

Persistent link: https://www.econbiz.de/10013520959

Process Optimization : A Statistical Approach

Castillo, Enrique Del - 2007

PROCESS OPTIMIZATION: A Statistical Approach is a textbook for a course in experimental optimization techniques for industrial production processes and other 'noisy' systems where the main emphasis is process optimization. The book can also be used as a reference text by Industrial, Quality and...

Persistent link: https://www.econbiz.de/10013520718

Applications of Simulation Methods in Environmental and Resource Economics

Scarpa, Riccardo (contributor); Alberini, Anna (contributor) - 2005

Persistent link: https://www.econbiz.de/10013520450

Stochastic Processes and Calculus : An Elementary Introduction with Applications

Hassler, Uwe - 2016 - 1st ed. 2016

for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to …

Persistent link: https://www.econbiz.de/10012397196

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