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Persistent link: https://www.econbiz.de/10013520450
econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like … of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly …
Persistent link: https://www.econbiz.de/10014016124
Zuverlässige Aussagen über die weitere Entwicklung unserer Volkswirtschaft, der Güter- und Finanzmärkte oder eines Betriebes sind nicht nur für Politiker und Unternehmer von großer Bedeutung, sondern betreffen auch jeden Einzelnen. In diesem Buch wird in kompakter Form die Fortsetzung...
Persistent link: https://www.econbiz.de/10014017635
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …
Persistent link: https://www.econbiz.de/10013522987
This book explores how to set up an empirical model that helps with forecasting long-term economic growth in a large number of countries. It offers a systematic approach to models of potential GDP that can also be used for forecasts of more than a decade. It is an attempt to fill the wide gap...
Persistent link: https://www.econbiz.de/10013520921
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
application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of …
Persistent link: https://www.econbiz.de/10012397877
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
Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research -- VBASim
Persistent link: https://www.econbiz.de/10014016471
In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre...
Persistent link: https://www.econbiz.de/10013517186