Artículos relacionados a Time Series Models: In econometrics, finance and other...
Time Series Models: In econometrics, finance and other fields: 65 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Tapa dura
Sinopsis
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen
De la contraportada
The analysis, prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialChapman and Hall/CRC
- Año de publicación1996
- ISBN 10 041272930X
- ISBN 13 9780412729300
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de edición1
- Número de páginas242
- EditorCox D.R., Hinkley D.V., Barndorff-Nielsen O.E.
- Contacto del fabricanteno disponible
Comprar nuevo
Ver este artículo
EUR 148,81
EUR 17,58 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envío
Resultados de la búsqueda para Time Series Models: In econometrics, finance and other...
Imagen de archivo
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: Phatpocket Limited, Waltham Abbey, HERTS, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Nº de ref. del artículo: Z1-I-027-01786
Cantidad disponible: 1 disponibles
Imagen del vendedor
Time series models. in econometrics, finance and other fields, [papers given at the second Séminaire Européen de Statistique on Likelihood, Time Series, with Econometrics and other Applications, held at Nuffield College, Oxford from 13 - 17 December 1994].
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Original o primera edición
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
Calificación del vendedor: 5 de 5 estrellas
1. ed. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. Sf 199 9780412729300 Sprache: Englisch Gewicht in Gramm: 550. Nº de ref. del artículo: 2088178
Cantidad disponible: 1 disponibles
Imagen de archivo
Time Series Models: In Econometrics, Finance and Other Fields
Publicado por
Chapman & Hall, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9780412729300. Nº de ref. del artículo: 8540305
Cantidad disponible: 1 disponibles
Imagen de archivo
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: Books From California, Simi Valley, CA, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
hardcover. Condición: Good. Ex- library book with stamps/ stickers. Nº de ref. del artículo: mon0003764181
Cantidad disponible: 1 disponibles
Imagen de archivo
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_430296456
Cantidad disponible: 1 disponibles
Imagen de archivo
Time Series Models: In Econometrics, Finance And Other Fields (Chapman & Hall/Crc Monographs On Statistics & Applied Probability) (Monographs on Statistics and Applied Probability)
Librería: Chiron Media, Wallingford, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: New. Nº de ref. del artículo: 6666-TNFPD-9780412729300
Cantidad disponible: 5 disponibles
Imagen del vendedor
Time Series Models in Econometrics, Finance and Other Fields
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 609868-n
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: dsmbooks, Liverpool, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
hardcover. Condición: Acceptable. Acceptable. book. Nº de ref. del artículo: D8S0-3-M-041272930X-6
Cantidad disponible: 1 disponibles
Imagen del vendedor
Time Series Models
Impresión bajo demandaLibrería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. D. R. Cox, D. V. Hinkley, O. E. Barndorff-NielsenThe analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze f. Nº de ref. del artículo: 594618407
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Time Series Models in Econometrics, Finance and Other Fields
Publicado por
Chapman and Hall/CRC, 1996
ISBN 10: 041272930X
ISBN 13: 9780412729300
Antiguo o usado
Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 609868
Cantidad disponible: Más de 20 disponibles