Econometric Analysis of Financial and Economic Time Series Part B, Volume 20

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

<p>Econometric Analysis of Financial and Economic Time Series Part B, Volume 20 (Advances in Econometrics)<br/>By Dek Terrell</p><p>Publisher:   JAI Press <br/>Number Of Pages:   378 <br/>Publication Date:   2006-03-24 <br/>ISBN-10 / ASIN:   0762312734 <br/>ISBN-13 / EAN:   9780762312733 <br/> 182035.pdf (3.48 MB)

2007-12-16 00:00:00 上传

Econometric Analysis of Financial and Economic Time Series Part B, Volume 20 (Advances in

</p><p> </p><p>Book Description: </p><p>The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of Advances in Econometrics are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps.</p><p>*This Series: Aids in the diffusion of new econometric techniques<br/>*Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume<br/></p><br/>

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Time Series Econometric financial Financia inancial literature following Series Robert

非常感谢，好人。

太好了，谢谢