Showing 1 - 10 of 1,773
Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time …
Persistent link: https://www.econbiz.de/10013520512
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time …
Persistent link: https://www.econbiz.de/10013520762
Persistent link: https://www.econbiz.de/10013520820
cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market …This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse …
Persistent link: https://www.econbiz.de/10013520878
Persistent link: https://www.econbiz.de/10013520944
problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the …, practitioners access to new methods for their applications. The e-book design of the text links theory and computational tools in an …
Persistent link: https://www.econbiz.de/10013523096
application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with …
Persistent link: https://www.econbiz.de/10012397044
application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of … the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best …
Persistent link: https://www.econbiz.de/10012397877
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time …
Persistent link: https://www.econbiz.de/10014016221
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