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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

New Tools of Economic Dynamics

Leśkow, Jacek (contributor); Punzo, Lionello F. (contributor) - 2005

, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the potential of a comprehensive …

Persistent link: https://www.econbiz.de/10014014066

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, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context,...

Persistent link: https://www.econbiz.de/10012398276

Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen

Wagner, Waldemar - 2019

resultierenden Erkenntnisse liefern einen bedeutsamen Beitrag zur Untersuchung der Theorie Effizienter Märkte und bieten die …

Persistent link: https://www.econbiz.de/10012401680

A Primer for Unit Root Testing

Patterson, Kerry - 2010

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Persistent link: https://www.econbiz.de/10012106206

Econometric Analysis of Count Data

Winkelmann, Rainer (contributor) - 2008 - Fifth edition

The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...

Persistent link: https://www.econbiz.de/10013520920

Empirical Modelling in Regional Science : Towards a Global Time‒Space‒Structural Analysis

Mitze, Timo - 2012

1 Introduction and Outline -- Part I: Internal Migration and the Labor Market -- 2 Panel VAR for Internal Migration Modelling -- 3 Testing the Neoclassical Migration Model -- 4 Space-Time Dependence in Migration Flows -- Part II: Trade and FDI Activity -- 5 Trade-FDI Linkages -- 6 Estimating...

Persistent link: https://www.econbiz.de/10013522955

Successful Decision-making : A Systematic Approach to Complex Problems

Grünig, Rudolf (contributor); Kühn, Richard (contributor) - 2005

Unlike other publications on decision making, the book focuses on discovering the problem, analyzing it and on … developing and assessing solution options.One whole chapter describes a case study. It illustrates how the proposed decision … decision making. It offers a decision making procedure to treat complex problems step by step. Unlike other texts, the book …

Persistent link: https://www.econbiz.de/10014014040

Successful Decision-making : A Systematic Approach to Complex Problems

Grünig, Rudolf (contributor); Kühn, Richard (contributor) - 2009

offers a decision making procedure for solving complex problems step by step. Unlike other texts, the book focuses on problem … analysis, on developing solution options and on establishing the decision making matrix. The book is intended for decision …

Persistent link: https://www.econbiz.de/10013521201

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

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

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890