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ISBN: 1597180424 9781597180429 Year: 2008 Publisher: College Station, Texas : Stata Press Publication,
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Statistics --- Social sciences --- Computer programs --- Graphic methods --- Statistical methods --- Stata --- Computer programs. --- Stata. --- Statistique --- Sciences sociales --- Econometric models --- Logiciels --- Méthodes graphiques --- Modèles économétriques --- Méthodes statistiques --- Statistiques --- Méthodes graphiques --- Modèles économétriques --- Méthodes statistiques --- Econometric models. --- Statistical analysis --- Statistical data --- Statistical science --- Mathematics --- Econometrics --- Behavioral sciences --- Human sciences --- Sciences, Social --- Social science --- Social studies --- Civilization --- Statistical methods&delete& --- Statistics&delete& --- Graphic methods&delete& --- Statistics - Computer programs --- Statistics - Graphic methods - Computer programs --- Social sciences - Statistical methods - Computer programs --- Social sciences - Statistics - Graphic methods - Computer programs
ISBN: 9780521883818 9780521710091 0521883814 9780511817380 9780511381034 0511381034 9780511386824 0511386826 9780511649684 0511649681 051181738X 0511574312 9780511574313 052171009X 1107714125 0511384998 9781107714120 9780511384998 Year: 2008 Publisher: New York ; Cambridge, UK : Cambridge University Press,
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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
Mathematical statistics --- Quantitative methods (economics) --- Finance --- Time-series analysis --- Stochastic processes --- Econometric models --- Processus stochastiques --- Marché financier --- Séries chronologiques --- Modèles économétriques --- AA / International- internationaal --- 305.970 --- 305.91 --- 330.3 --- 305.971 --- 304.0 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Speciale gevallen in econometrische modelbouw. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- -Time-series analysis --- 332.015195 --- Random processes --- Probabilities --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Funding --- Funds --- Economics --- Currency question --- 519.2 --- 336.7 --- econometrie --- regressie-analyse --- financiewezen --- stochastische modellen --- tijdreeksanalyse --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Processus stochastiques. --- Séries chronologiques. --- Modèles économétriques. --- Time-series analysis. --- Stochastic processes. --- Econometric models. --- Business, Economy and Management --- Finance - Econometric models
Book
ISBN: 9780691139425 9780691124599 0691139423 Year: 2008 Publisher: Princeton : Princeton University Press,
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Economic geography --- Regional planning --- Mathematical models --- Mathematical models. --- AA / International- internationaal --- 37 --- 338.32 --- 382.10 --- 337.554 --- 911.3:33 --- -Regional planning --- -330.9 --- Regional development --- State planning --- Human settlements --- Land use --- Planning --- City planning --- Landscape protection --- Geography, Economic --- World economics --- Geography --- Commercial geography --- Geografische economie. Monografieën van streken en landen. --- Vestigingsplaats en specialisatie van de productie. Ondernemingscentra. --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen. --- Vrijhandelsgebieden en -associaties. Europese Vrijhandelsassociatie. Europese Economische Ruimte. --- Economische geografie --- Government policy --- 330.9 --- Geographic models --- Vrijhandelsgebieden en -associaties. Europese Vrijhandelsassociatie. Europese Economische Ruimte --- Vestigingsplaats en specialisatie van de productie. Ondernemingscentra --- Geografische economie. Monografieën van streken en landen --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen --- Economic geography - Mathematical models --- Regional planning - Mathematical models --- Aménagement du territoire --- Régionalisation économique --- Géographie économique --- Disparités régionales --- Espace (économie politique) --- Modèles économétriques
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