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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

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

Financial econometrics : methods and models

Wang, Peijie - 2003 - 1. publ.

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Nonlinear time series models in empirical finance

Franses, Philip Hans; Dijk, Dick van - 2000

The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including...

Persistent link: https://www.econbiz.de/10012672526

Financial modeling with Crystal Ball and Excel

Charnes, John Martin - 2012 - 2. ed.

simulation. It answers the essential question of why risk analysis is vital to the decision-making process, for any problem posed … instructions, theory, and practical example models to help apply risk analysis to such areas as derivative pricing, cost estimation …