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|a 332.015 195
|2 23
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|a Financial econometrics :
|b from basics to advanced modeling techniques /
|c Svetlozar T. Rachev ... [et al.]
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|a Hoboken, N.J. :
|b Wiley ;
|c c2007.
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| 300 |
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|a xx, 553 σ. :
|b εικ. ;
|c 24 εκ.
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| 490 |
1 |
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|a Frank J. Fabozzi series
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| 504 |
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|a Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
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|a Preface -- Abbreviations and Acronyms -- About the Authors -- Chapter 1: Financial Econometrics: Scope and Methods -- Chapter 2: Review of Probability and Statistics -- Chapter 3: Regression Analysis: Theory and Estimation -- Chapter 4: Selected Topics in Regression Analysis -- Chapter 5: Regression Applications in Finance -- Chapter 6: Modeling Univariate Time Series -- Chapter 7: Approaches to ARIMA Modeling and Forecasting -- Chapter 8: Autoregressive Conditional Heteroskedastic Models -- Chapter 9: Vector Autoregressive Models I -- Chapter 10Vector Autoregressive Models II -- Chapter11Cointegration and State Space Models -- Chapter 12 Robust Estimation -- Chapter 13 Principal Components Analysis and Factor Analysis -- Chapter 14
Heavy-Tailed and Stable Distributions In Financial Econometrics -- Chapter 15 ARMA and ARCH Models with Infinite-Variance Innovations -- Index.
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| 650 |
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4 |
|a Οικονομία
|x Μαθηματικά μοντέλα
|9 10596
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| 700 |
1 |
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|a Rachev, S. T.
|q (Svetlozar Todorov)
|e συγγραφέας.
|9 20757
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