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Model * Options Pricing * Fixed Income Securities * Resampling * Value-at-Risk * GARCH models * Nonparametric Regression and …
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Intro -- Praise -- Series -- Title page -- Copyright -- Foreword -- Preface -- Chapter 1 Fundamental Considerations in Business Forecasting -- 1.1 Getting Real about Uncertainty -- 1.2 What Demand Planners Can Learn from the Stock Market -- 1.3 Toward a More Precise Definition of Forecastability...
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This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical...
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