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Añadir al carritoPaperback or Softback. Condición: New. The Day of the Week and the Month of the Year Effects: Applications of Rolling Regressions in EVIEWS and MATLAB. Book.
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Librería: California Books, Miami, FL, Estados Unidos de America
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Librería: California Books, Miami, FL, Estados Unidos de America
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Añadir al carritoCondición: New. 1st edition NO-PA16APR2015-KAP.
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2008 in the subject Business economics - Investment and Finance, grade: 100%, , course: Money and Capital Market Analysis, language: English, abstract: This paper presents the classic-static beta values and beta values estimated by an asymmetric beta model. In asymmetric model we have the possibility to estimate the upside and downside betas, while in the static model we are not able to work it out. We will estimate the static and asymmetric betas of two stocks in France Exchange stock market, Michelin and Tf1. So the data consists of daily returns of France Exchange stock market index CAC-40 and the above two stocks , during the period June 2nd of 2000 to May 17th of 2004. Actually this paper examines the estimation of betas under bull and bear market conditions. Asymmetries are of substantial economic importance for an investor who has symmetric beliefs, so he must switch his beliefs in an asymmetry one, where this is necessary.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2008 in the subject Computer Science - Commercial Information Technology, grade: 90.0%, , language: English, abstract: In this paper we examine the calendar anomalies in the stock market index of Athens. Specifically we examine the day of the week and the month of the year effects, where we expect negative or lower returns on Monday and the highest average returns on Friday for the day of the week effect and the higher average returns in January, concerning the January effect. For the period we examine we found insignificant returns on Monday, but significant positive and higher average returns on Friday. Also our results are consistent with the literature for the month of the year effect, where we find the highest average returns in January. Furthermore we estimate with ordinary least squares (OLS) and symmetric and asymmetric Generalized Autoregressive Conditional Heteroskedasticity (GARCH) rolling regressions and we conclude that the week day returns are not constant through the time period we examine but are changed. Specifically, while in the first half-period of the rolling regression there are negative returns on Mondays so we observe the day of the week effecting, in the last half-period of the rolling regression Friday presents the highest returns, but the lowest returns are reported on Tuesday and not on Monday, indicating a change shift in the pattern of the day of the week effect. Full programming routines of rolling regressions in EVIEWS and MATLAB software are described.
Librería: Revaluation Books, Exeter, Reino Unido
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Añadir al carritoPaperback. Condición: Brand New. 214 pages. 9.69x6.88x9.69 inches. In Stock.
Idioma: Inglés
Publicado por GRIN Verlag, GRIN Verlag, 2010
ISBN 10: 3640576594 ISBN 13: 9783640576593
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 47,95
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2007 in the subject Business economics - Investment and Finance, grade: 90.0%, , language: English, abstract: This paper examines the estimating and forecasting performance of the different and various Generalized Autoregressive Conditional Heteroscedasticity-GARCH's models in relation to Capital Asste Pricing Model (CAPM) model. We apply the CAPM model with ordinary least squares (OLS) method to investigate if an ARCH (Autoregressive Conditional Heteroscedasticity) is presented and we are trying to decide and to analyze which GARCH model is the most appropriate and the best fitted for the financial time series that we have chosen. We apply CAPM model in the financial time series of the share prices of Technology-Software Sector in Athens Exchange stock market for the period January 1st of 2002 to October 30th of 2007 for the enterprises 'Unibrain' 'MLS Informatics' and 'Dionic' respectively , from April 2nd of 2002 to 30th October of 2007 for the enterprise 'Compucon', from August 2nd of 2002 to 30th October of 2007 for the enterprise 'Centric', and finally from February 2nd of 2004 to 30th October of 2007 for the enterprise 'Ilyda'. Additionally, we apply roiling regressions, where the full programming routines in EVIEWS and MATLAB are described detailed. We conclude that the slope beta coefficient of CAPM model is not constant through the time period of rolling regressions we apply. In the final part we examine a simple Arbitrage Pricing Theory (APT) model.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 47,95
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2008 in the subject Business economics - Investment and Finance, grade: 95.00%, , language: English, abstract: This project examines in the first part the covered and uncovered interest parity between US dollar and Swiss Franc. We present simple summary statistics, unit root tests, deviations from covered interest parity, regression analysis, threshold autoregression and exponential transition autoregression. Then we present the uncovered interest parity and, as in the case of covered interest parity, we apply some tests to examine if it's valid. We apply Johansen cointegration tests between spot and forward rates, but also between forward premia and interest rates differentials and we test if there is a cointegration equation and we estimate the vector error correction model. After this procedure we present the impulse responses. Next we test if there is a threshold cointegration relation between the above variables. Finally in the last section we apply a dynamic OLS (DOLS) estimation with Newey-West HAC standard errors.In the second part the purchasing power parity (PPP) hypothesis is examined with a similar methodology followed, where additionally we present a long span study, unit root tests allowing for structural breaks in data, panel unit root tests as also Markov switching regime autoregressive model is examined in the category of the non linear models.
Librería: preigu, Osnabrück, Alemania
EUR 51,10
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Añadir al carritoTaschenbuch. Condición: Neu. The Development of Rural Sector in Greek Economy | Econometric Approach, Analysis and Methods | Eleftherios Giovanis | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639184594 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
EUR 52,10
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Añadir al carritoTaschenbuch. Condición: Neu. The Economic Rise of China | Multidisciplinary Perspectives | Zhihua Wang (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2024 | Routledge | EAN 9781032276809 | Verantwortliche Person für die EU: Taylor & Francis Verlag GmbH, Kaufingerstr. 24, 80331 München, gpsr[at]taylorandfrancis[dot]com | Anbieter: preigu.
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por LAP Lambert Academic Publishing, 2012
ISBN 10: 3659147435 ISBN 13: 9783659147432
Librería: preigu, Osnabrück, Alemania
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Añadir al carritoTaschenbuch. Condición: Neu. Reliability-Maintaince | Techniques in Ammonia Production Unit of Chemical Industry | Eleftherios Giovanis | Taschenbuch | Englisch | LAP Lambert Academic Publishing | EAN 9783659147432 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Librería: Mispah books, Redhill, SURRE, Reino Unido
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Añadir al carritoPaperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Librería: Mispah books, Redhill, SURRE, Reino Unido
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Añadir al carritoPaperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.