Showing 1 - 10 of 708
financial econometrics and statistical techniques commonly used in quantitative finance, the book covers: estimation of …
Persistent link: https://www.econbiz.de/10002626892
Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic...
Persistent link: https://www.econbiz.de/10014631750
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root, Cointegration and Related Issues -- VAR Modeling -- Time Varying Volatility Models -- State-Space Models (I) -- State-Space Models (II) -- Discrete Time Real Asset Valuation...
Persistent link: https://www.econbiz.de/10014014047
Chapter 1. Introduction -- Part I -- Chapter 2. Production Economics and Economic Efficiency (Mónica Meireles) -- Chapter 3. Data Envelopment Analysis: A Review and Synthesis (Ana S. Camanho) -- Chapter 4. Stochastic Frontier Analysis: A Review and Synthesis (Mara Madaleno) -- Part II --...
Persistent link: https://www.econbiz.de/10014302677
"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …
Persistent link: https://www.econbiz.de/10012643541
Persistent link: https://www.econbiz.de/10013360883
Persistent link: https://www.econbiz.de/10002114685
Persistent link: https://www.econbiz.de/10003407931
Persistent link: https://www.econbiz.de/10003449632
Persistent link: https://www.econbiz.de/10003877266