Essays on Multivariate Volatility and Dependence Models for Financial Time Series

Essays on Multivariate Volatility and Dependence Models for Financial Time Series
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:868072139
ISBN-13 :
Rating : 4/5 ( Downloads)
GET BOOK
Book Synopsis Essays on Multivariate Volatility and Dependence Models for Financial Time Series by : Diaa Noureldin

Download or read book Essays on Multivariate Volatility and Dependence Models for Financial Time Series written by Diaa Noureldin and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Essays on Multivariate Volatility and Dependence Models for Financial Time Series Related Books

Essays on Multivariate Volatility and Dependence Models for Financial Time Series
Language: en
Pages:

Essays on Multivariate Volatility and Dependence Models for Financial Time Series

Authors: Diaa Noureldin
Categories:
Type: BOOK - Published: 2011 - Publisher:

GET EBOOK

Volatility and Time Series Econometrics
Language: en
Pages: 432

Volatility and Time Series Econometrics

Authors: Tim Bollerslev
Categories: Business & Economics
Type: BOOK - Published: 2010-02-11 - Publisher: OUP Oxford

GET EBOOK

Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by s
Essays on Time Series Forecasting with Neural-network Or Long-dependence Autoregressive Models and Macroeconomic News Effects on Bond Yields
Language: en
Pages: 116

Essays on Time Series Forecasting with Neural-network Or Long-dependence Autoregressive Models and Macroeconomic News Effects on Bond Yields

Authors: Morvan Nongni Donfack
Categories: Neural networks (Computer science)
Type: BOOK - Published: 2022 - Publisher:

GET EBOOK

This thesis, organized in three chapters, focuses on modelling and forecasting economic and financial time series. The first two chapters propose new econometri
Modeling Financial Time Series with S-PLUS®
Language: en
Pages: 998

Modeling Financial Time Series with S-PLUS®

Authors: Eric Zivot
Categories: Business & Economics
Type: BOOK - Published: 2007-10-10 - Publisher: Springer Science & Business Media

GET EBOOK

This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate th
Handbook of Volatility Models and Their Applications
Language: en
Pages: 566

Handbook of Volatility Models and Their Applications

Authors: Luc Bauwens
Categories: Business & Economics
Type: BOOK - Published: 2012-03-22 - Publisher: John Wiley & Sons

GET EBOOK

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication