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Non-Linear Time Series Models in Empirical Finance

Автор:   Philip H.F.
мягкая обложка
298 страниц
2000 год
Издательство:   Cambridge University Press
5754 руб
на складе

способы доставки и оплаты
Описание:This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of recently developed nonlinear models, including regime-switching and artificial neural networks, and applies them to describing and forecasting financial asset returns and volatility. This is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. It uses a wide range of financial data, drawn from sources including the markets of Tokyo, London and Frankfurt.

Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка Orthomol Immun Junior Сила иммунитета на страже Вашего ребенка

2990 руб
Бесплатная доставка

Standard Template Library Programmer's Guide

Complexity Constant time if InputIterator is a model of random access iterator, otherwise linear time. Example int main() {  list<int> L;  L.push_back(0);  L.push_back(1);  assert(distance(L.begin(), L.end()) == L.size()); } Notes [1] This is the reason that distance is not defined for output iterators: it is impossible to compare two output iterators for equality. [2] Forgetting to initialize n to 0 is a common mistake. [3] The new distance interface uses the iterator_traits class, which relies on a C++ feature known as partial specialization. Many of today's compilers don't implement the complete standard; in particular, many compilers do not support partial specialization. If your compiler does not support partial specialization, then you will not be able to use the newer version of distance, or any other STL components that involve iterator_traits. See also distance_type, advance, Input iterator, Random access iterator, Iterator tags, iterator_traits, Iterator overview. advance Categories: algorithms, iterators Component type: function Prototype template <class InputIterator, class Distance> void advance(InputIterator& i, Distance n); Description Advance(i, n) increments the iterator i by the distance n ...»

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Сейф-книга Alparaisa СС0072/1 "Вокруг света", 17х11х5 см.
Размеры: 17х11х5 см. Бокс-сейф в виде книги для хранения мелких ценных вещей. Встроенный замок, запирающийся на ключ. Аксессуары: ключ - 2 штуки.
572 руб
Раздел: Копилки
Магнитный конструктор 3D из 20 деталей.
Магнитный конструктор из 20 квадратов и треугольников различных ярких цветов порадует Вашего ребенка. Изготовлен из высококачественного
997 руб
Раздел: Магнитные и металлические конструкторы
Набор маркеров для досок "E-361", 1 мм, 8 цветов.
Маркеры для написания и маркировки текста на белых досках. Стирается сухой губкой почти со всех плотных поверхностей, например, эмали,
592 руб
Раздел: Для досок

Non-linear Time Series Analysis and the Business Cycle. An Application to the Ifo Indicators
The business cycle is a complex phenomenon which attracts both scientific and public interest.
          2005 руб             2008 год          108 стр.          мягкая обложка

A Practical Approach to EViews Screen-Shots. Time Series Econometrics: Non-Stationary Time Series
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The 2-D multivariate time series model is particularly suitable to capture the rich contextual information in single and multiple images at the same time.
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Sensor-based Modeling and Monitoring of Chemical Mechanical Polishing. Analysis of Experimental Sensor Data Integrating Statistical Time Series Analysis and Nonlinear Dynamics (Chaos Theory) Paradigms
As a result, we derive a process control method integrating statistical time series analysis and nonlinear dynamics which captures ~ 80% (linear R-sq) of the variation in MRR.
          3231 руб             2008 год          208 стр.          мягкая обложка

Modelling the Probability Distribution of Stock Price Changes. Financial Time Series
The thesis also considers other important aspects of modelling financial time series such as volume-volatility relationship, financial leverage effect, seasonality, and non normal probability distributions.
          2277 руб             2010 год          140 стр.          мягкая обложка

Non-linear Equations, Quantum Groups and Duality Theorems. A primer on the Yang-Baxter equation
We hope that this book will help other mathematicians and physicists researching on the Yang-Baxter equation and its applications.
          1978 руб             2009 год          72 стр.          мягкая обложка

Unraveling Non-linear Storytelling. Case Studies
Essentially, the book publishes high quality of original research findings and fosters a cooperative exploration and exchange of ideas and practices based on revealing non-linear storytelling.
          1994 руб             2009 год          112 стр.          мягкая обложка

2-D Signal Processing and Coding for Digital Page- Oriented Memories. 2-D Equalization, Detection and Coding for Digital Non-linear Page-Oriented Volume Holographic Memories
This sign loss precludes the applicability of conventional equalization/detection schemes to mitigate ISI.
          2781 руб             2009 год          192 стр.          мягкая обложка

The essential non-linearities and the complexity of physiological interactions limit to the ability of linear analysis to provide full description of the underlying dynamics.
          2413 руб             2010 год          152 стр.          мягкая обложка

Fractal and Diffusion Entropy Analysis of Time Series. Theory, concepts, applications and computer codes for studying fractal noises and Levy walk signals
The correct evaluation of the scaling exponents of a time series is fundamental to assess the real physical nature of a phenomenon.
          3231 руб             2010 год          300 стр.          мягкая обложка

Non-Linear Least Squares
          1392 руб             2010 год          84 стр.          мягкая обложка

Rheologie non lineaire des mousses aqueuses. Non linear rheology of aqueous foams
Les mousses aqueuses sont des fluides complexes constitues de dispersions concentrees de bulles de gaz dans un liquide savonneux et elles font partie d' une large classe de milieux mous tels que les emulsions concentrees ou les pates molles. Nous avons etudie leur comportement rheologique rheologique non lineaire, en associant des sondes de la structure a l' echelle locale des bulles, utilisant la diffusion multiple de la lumiere coherente, a des mesures macroscopiques.
          2641 руб             2011 год          232 стр.          мягкая обложка

Time Series Analysis on Price and rainfall pattern of Bahir Dar, Ethiopia. Rainfall pattern and its long impact on the price of commodities(unrefined butter)
As the supply of a commodity is high its price gets to low and the vise versa.
          1891 руб             2010 год          64 стр.          мягкая обложка

Furthermore, when the borrower is privately informed about his personal wealth, the Revelation Principle applies and the naive contract which is derived from public information case is optimal.
          1891 руб             2010 год          92 стр.          мягкая обложка

Applications of Microscopic Modelling in Finance. Stability and liquidity of financial markets exemplified by an agent-based model
          3618 руб             2010 год          172 стр.          мягкая обложка

Introducing "Continual Cylinders" to represent hairs Real-Time Hair Modeling and Rendering using Ray Tracing on GPU.
We introduced an updated version of key strands-based hair modeling along with various realism issues and provided the results of this hair model.
          2277 руб             2010 год          128 стр.          мягкая обложка

Time Out Paris
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Time Out Croatia
The independent traveller can count on cheaply available accommodation, superb seafood, a lively bar scene and - unless it' s a busy island in high season - lots of space. Inland, surrounded by national parks, traditional villages and rare wildlife, stands the culturally vibrant, classically Habsburg capital of Zagreb. Together with informed recommendations of restaurants, hotels and nightspots, Time Out Croatia covers all aspects of this newly rediscovered tourist region, from its peculiar history to its secluded beaches and hilltop villages. No other guide offers such a unique insider perspective. Some 2,000 km of crystal clear coastline fringed by 1,200 mainly uninhabited islands is enticing a record number of visitors.
          1034 руб             2009 год          336 стр.          мягкая обложка

Model of Space-Time as a Field Noncommutative Causal Structure
The book is intended for experts in quantum field theory and elementary particle physics and for all those interested in the problems of submicroworld physics.
          566 руб             2009 год          128 стр.          мягкая обложка

Loss Given Default - Empirical observations and models. A Basel II Ratio for calculation of Expected Losses
The understanding of central statistical characteristics of LGD will help the Banks, Hedge Funds and other Lending Parties to forecast and measure the potential losses, if a company goes bankrupt.
          1994 руб             2009 год          80 стр.          мягкая обложка

A different approach to airline revenue management using market finance modeling Optimal strategies using financial options in airline booking.
A numerical search method is used to determine the optimal values for the decisions variables for a given distribution of demand.
          1994 руб             2009 год          92 стр.          мягкая обложка

This study discusses ranges of sample sizes that are inadequate or adequate for statistical power, relative bias, and accuracy of individual parameter estimates.
          2400 руб             2009 год          132 стр.          мягкая обложка

Theory, Models, and Empirical Observations Discrete Fluctuations in Atmospheric Physics.
This study could also be of use to anyone who is trying to gain a quantitative grasp on how the details of microphysical spatial distributions can matter in everyday phenomena like rain or sunlight transmission through clouds.
          3212 руб             2008 год          220 стр.          мягкая обложка

Quantitative Modelling for Wait Time Reduction. A Comprehensive Simulation Applied in General Surgery
This thesis describes the use of operational research techniques to analyze the wait list for the division of general surgery at the Capital District Health Authority (CDHA) in Halifax, Nova Scotia, Canada.
          2005 руб             2008 год          100 стр.          мягкая обложка

The delay estimates by the ANN delay model have satisfactory percentage root-mean-squared errors (%RMSE).
          2413 руб             2009 год          124 стр.          мягкая обложка

DES modeling of DRT. Discrete event system modeling and control of demand responsive transportation systems in real time
In this study DRT systems are modeled as Discrete Event Systems using Finite Automata formalism and DRT real time control is addressed using Supervisory Control Theory.
          2005 руб             2009 год          120 стр.          мягкая обложка

Nonlinear Mixed-effects Models and Bootstrap resampling. Analysis of Non-normal Repeated Measures in Biostatistical Practice
In the past decade, mixed-effects modelling has received a great deal of attention in applied and theoretical statistical literature.
          3231 руб             2009 год          320 стр.          мягкая обложка

Innovative Researches in the field of Video Analysis in Real-time Models, Algorithms and Architectures for Video Analysis in Real-time.
The first part will describe the study of embedded, special-purpose systems as a solution to real-time video analysis.
          2413 руб             2010 год          160 стр.          мягкая обложка

Quantum Mechanics Models. Quantum Treatment Of Some Time-Dependent Harmonic Oscillators
The wave function in the number and in the coherent states besides the Green' s function for both models are obtained. For the pulsating oscillator model we have obtained asymptotic solution near resonance besides the solution of the equations of motion using the perturbation method. Furthermore we have considered the constants of motion for the first model where we obtained two classes of the linear and quadratic invariants besides an application of su(1,1) Casimir operators. Also we have examined the nonclassical properties concentrating on the squeezing phenomenon in addition to the sup-Poissonian and super Poissonian phenomena. In this book we have considered the well known time- dependent harmonic oscillator under the action of external driving force. We introduced two models for the time-dependent mass; an alternative model of the damped harmonic oscillator as well as the pulsating harmonic oscillator.
          2413 руб             2010 год          132 стр.          мягкая обложка

Model Predictive Control for Hybrid Systems. Piecewise Affine and Max-Plus-Linear Systems
Among different existing control methods we chose the optimal control framework and its receding horizon implementation referred to as model predictive control.
          3231 руб             2008 год          204 стр.          мягкая обложка


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