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El " efecto calendario" y la especificacion de un modelo de series de tiempo para la demanda de electricidad
Castaño Vélez, Elkin - In: Lecturas de economía (1991), pp. 151-170
Este documento presenta una aplicacion del metodo de Bell y Hillmer, basado en funciones de transferencia, para modelar las consecuencias de variaciones en los dias comerciales por mes, la influencia de la Semana Santa, y el empleo del analisis de observaciones atipicas, para detectar efectos...
Persistent link: https://www.econbiz.de/10001128766
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Dodd-Frank's impact on community-bank investment models : a Bayesian structural time series analysis
Lee, Yen Teik; Caton, Gary L.; Gamble, Edward N.; … - In: Accounting and finance 63 (2023) 1, pp. 537-554
Persistent link: https://www.econbiz.de/10014301553
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Quantitative financial economics : stocks, bonds and foreign exchange
Cuthbertson, Keith; Nitzsche, Dirk - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10002114685
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Predicting returns with managerial decision variables : is there a small-sample bias?
Baker, Malcolm; Taliaferro, Ryan; Wurgler, Jeffrey - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1711-1730
Persistent link: https://www.econbiz.de/10003357787
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Financial econometrics
Wang, Peijie - 2009 - 2nd ed.
Persistent link: https://www.econbiz.de/10003681694
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Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902
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Financial econometrics : methods and models
Wang, Peijie - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001591634
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Quantitative corporate finance
Guerard, John Baynard; Saxena, Anureet; Gültekin, … - 2021 - Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets: Theory of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
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Financial forecasting for business and economics
Bomhoff, Eduard Jan - 1994
Persistent link: https://www.econbiz.de/10013474618