One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.
"Sinopsis" puede pertenecer a otra edición de este libro.
One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.
Prashant Joshi is Professor and Head, Department ofManagement,Uka Tarsadia University. He workedwith Dept. of International Finance,I -ShouUniversity, Taiwan. He has obtained MBA(Fin) &Ph.D.(Economics).He has published several papers innational and international journals and authoredthree books on applications of statistics andeconometrics.
"Sobre este título" puede pertenecer a otra edición de este libro.
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease. 100 pp. Englisch. Nº de ref. del artículo: 9783659580185
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Joshi PrashantPrashant Joshi is Professor and Head, Department ofManagement,Uka Tarsadia University. He workedwith Dept. of International Finance,I -ShouUniversity, Taiwan. He has obtained MBA(Fin) &Ph.D.(Economics).He has published . Nº de ref. del artículo: 5166268
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Condición: New. PRINT ON DEMAND pp. 100. Nº de ref. del artículo: 18359038376
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.Books on Demand GmbH, Überseering 33, 22297 Hamburg 100 pp. Englisch. Nº de ref. del artículo: 9783659580185
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease. Nº de ref. del artículo: 9783659580185
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Librería: preigu, Osnabrück, Alemania
Taschenbuch. Condición: Neu. Volatility and Volatility Models with R | Basics, Analysis and Modelling | Prashant Joshi | Taschenbuch | 100 S. | Englisch | 2014 | LAP LAMBERT Academic Publishing | EAN 9783659580185 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Nº de ref. del artículo: 105162047
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