Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 14-24 Tagen versandfertig
Veröffentlichung:	September 2003
Genre:	Wirtschaft / Recht
ISBN:	9781405107433
EAN-Code:	9781405107433
Verlag:	Wiley
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 254 mm / B 178 mm / D 14 mm
Gewicht:	503 gr
Seiten:	264
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.