shi shuping (19 resultados)

hardcover. Condición: Fine.

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Hardback. Condición: New. Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

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Hardcover. Condición: Brand New. 275 pages. 6.00x1.00x9.00 inches. In Stock.

Hardcover. Condición: new. Hardcover. Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques. This book serves as a graduate textbook and an essential reference for financial econometrics courses at the graduate level. It complements the book Financial Econometrics: Models and Methods (Cambridge University Press, 2019), the Handbook of Financial Econometrics (2009), and the Handbook of Financial Time Series (2009). Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Hardback. Condición: New. Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

Hardcover. Condición: new. Hardcover. Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques. This book serves as a graduate textbook and an essential reference for financial econometrics courses at the graduate level. It complements the book Financial Econometrics: Models and Methods (Cambridge University Press, 2019), the Handbook of Financial Econometrics (2009), and the Handbook of Financial Time Series (2009). This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Condición: Brand New. 275 pages. 6.00x1.00x9.00 inches. In Stock. This item is printed on demand.

Hardcover. Condición: new. Hardcover. Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques. This book serves as a graduate textbook and an essential reference for financial econometrics courses at the graduate level. It complements the book Financial Econometrics: Models and Methods (Cambridge University Press, 2019), the Handbook of Financial Econometrics (2009), and the Handbook of Financial Time Series (2009). This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condición: New. Print on Demand.

Condición: New. PRINT ON DEMAND.

Buch. Condición: Neu. Financial Econometrics | Shuping Shi (u. a.) | Buch | Englisch | 2025 | Cambridge University Press | EAN 9781108843294 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.