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[3rd ed.] This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
Mathematical statistics --- Time-series analysis --- Econometrics --- Risk management --- Série chronologique --- Econométrie --- Gestion du risque --- 519.2 --- 330.115 --- 519.246 --- econometrie --- forecasting --- markov-processen --- regressie-analyse --- risk management --- stochastische modellen --- tijdreeksanalyse --- 332.015195 --- Insurance --- Management --- Economics, Mathematical --- Statistics --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Wiskundige statistiek --- Econometrie --- Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- 519.246 Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- 330.115 Econometrie --- Série chronologique --- Econométrie
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MULTIPLE CRITERIA DECISION ANALYSIS: State of the Art Surveys is the most comprehensive work available to survey the state of the art in MCDA to date. Its 24 chapters are organized in eight parts and are written by 49 international leading experts. Each of these parts covers one of the central streams of multiple criteria decision analysis literature. These literature streams are: MCDA today, Foundations of MCDA, Outranking Methods, Multiattribute Utility Theory, Non-Classical MCDA Approaches, Multiobjective Mathematical Programming, Applications, and MCDM Software. The handbook presents the most up-to-date discussions on well-established methodologies and theories in the field, while systematically surveying emerging fields in MCDA such as conjoint measurement, fuzzy preferences, fuzzy integrals, rough sets, etc. MULTIPLE CRITERIA DECISION ANALYSIS is a valuable reference volume (more than 2000 references) for the field of decision analysis. It provides graduate students, researchers, and practitioners with a sweeping survey of MCDA theory, methodologies, and applications. It is a handbook that is particularly suitable for use in seminars in Decision Analysis, Decision Support, and Decision Theory.
besluitvorming --- operations research --- stochastische modellen --- Business. --- Production management. --- Operations research. --- Decision making. --- Mathematical models. --- Mathematical optimization. --- Management science. --- Econometrics. --- Business and Management. --- Operation Research/Decision Theory. --- Operations Research, Management Science. --- Optimization. --- Mathematical Modeling and Industrial Mathematics. --- Operations Management. --- Multiple criteria decision making --- lineaire programmering --- mathematische modellen, toegepast op bedrijfsleven --- Decision making with multiple objectives --- MCDM (Decision making) --- Multiattribute decisions --- Multicriteria decision analysis --- Multicriteria decision making --- Multicriteria decision making analysis --- Multiobjective decision making --- Multiple objective decision making --- Decision making --- Planning (firm) --- Operational research. Game theory --- mathematische modellen --- Quantitative methods (economics) --- Multiple criteria decision making. --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Operations Research/Decision Theory. --- Manufacturing management --- Industrial management --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Economics, Mathematical --- Statistics --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Quantitative business analysis --- Statistical decision --- Models, Mathematical --- Analyse multi-critere
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