Biblioteca Especializada

Econometric Analysis of Financial and Economic Time Series: Part A / Dek Terrell

Público ISBD Título : Econometric Analysis of Financial and Economic Time Series: Part A Tipo de documento: texto impreso Autores: Dek Terrell, Censor ; Thomas B. Fomby, Autor Editorial: Amsterdam : Elsevier Fecha de publicación: 2006 Número de páginas: 379p Nota general: Incluye cuadros estad. y gráficas. Incluye notas y referencias bibliográficas al final de cada capítulo. ISBN: 978-0-7623-1274-0. Clasificación: 519.55 Econometric Analysis of Financial and Economic Time Series: Part A [texto impreso] / Dek Terrell, Censor ; Thomas B. Fomby, Autor . - Amsterdam : Elsevier, 2006 . - 379p. Incluye cuadros estad. y gráficas. Incluye notas y referencias bibliográficas al final de cada capítulo. ISBN: 978-0-7623-1274-0. Clasificación: 519.55

Contenido :

• Taking on the Economics Establishment : An Appreciation of Alan Walters the Political Economist / Kent Matthews
• A Flexible Dynamic Correlation Model / Dirk Baur
• Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability / Bennett T. McCallum
• A Multivariate Skew-Garch Model / Giovanni De Luca
• The Efficacy of Monetary Policy in a Multi Sector, Two Country Model / Matthew B. Canzoneri
• Semi-Parametric Modeling of Correlation Dynamics / Christian M. Hafner
• Model Misspecification, Robustness and Monetary Policy / Juha Kilponen
• A Multivariate Heavy-Tailed Distribution for Arch / Garch Residuals / Dimitris N. Politis
• The Case for Monetary Union in Mercosur / Michele U. Fratianni
• A Pontmanteau Test for Multivariate Garch when the Conditional Mean is an ECM: Theory and Empirical Applications / Chor-yiu Sin
• De Facto Exchange Rate Regimes in Transition Economies : Identification and Determination / Jürgen von Hagen
• Sampling Frecuency and Window Length Trade-Offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations / Elena Andreou
• News-magazine Monetarismç / Edward Nelson
• Model-Based Measurement of Actual Volatility in High-Frequency Data / Borus Jungbacker
• Alan Walters and the Demand for Money : An Empirical Retrospective / Kent Mattews
• Noise Reduced Realized Volatility: A Kalman Filter Approach / John P. Owens
• The Interaction of Monetary and Fiscal Policy : Solvency and Stabilisation Issues / Jagjit S. Chadha
• Modeling the Asymmetry of Stock Movements Using Price Ranges / Ray Y. Chou
• Monetary Policy under Banking Oligopoly / Michael Beenstock
• On a Simple Two-Stage Closed-Form Estimator for a Stochastic Volatility in a General Linear Regression / Jean-Marie Dufour

20 registros indicados sobre 29, ver los 9 autores

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
36427	519.55 TERe	Libro	Biblioteca Especializada	Colección general	Disponible

Econometric Analysis of Financial and Economic Time Series: Part B / Dek Terrell

Público ISBD Título : Econometric Analysis of Financial and Economic Time Series: Part B Tipo de documento: texto impreso Autores: Dek Terrell, Censor ; Thomas B. Fomby, Autor Editorial: Amsterdam : Elsevier Fecha de publicación: 2006 Número de páginas: 352p Nota general: Incluye cuadros estad. y gráficas. Incluye notas y referencias bibliográficas al final de cada capítulo. ISBN: 978-0-7623-1273-3. Clasificación: 519.55 Econometric Analysis of Financial and Economic Time Series: Part B [texto impreso] / Dek Terrell, Censor ; Thomas B. Fomby, Autor . - Amsterdam : Elsevier, 2006 . - 352p. Incluye cuadros estad. y gráficas. Incluye notas y referencias bibliográficas al final de cada capítulo. ISBN: 978-0-7623-1273-3. Clasificación: 519.55

Contenido :

• Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison / Yong Bao
• Flexible Seasonal Time Series Models / Zongwu Cai
• Estimation of Long-Memory Time Series Models: A Survey of Different Likelihood-Based Methods / Ngai Hang Chan
• Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting / Valeriy V. Gavrishchaka
• Overlaying Time Scales in Financial Volatility Data / Eric Hillebrand
• Evaluating the 'Fed Model' of Stock Price Valuation: an Out-of-Sample Forecasting Perspective / Dennis W. Jansen
• Structural Change as an Alternative to Long Memory in Financial Time Series / Tze Leung Lai
• Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A Bayesian Approach / Hedibert Freitas Lopes
• Estimating Taylor-Type Rules: An Unbalanced Regression? / Pierre L. Siklos
• Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility / Alejandro Villagran
• A Modern Time Series Assessment of "A Statistical Model for Sunspot Activity" by C. W. J. Granger: 1957 / Gawon Yoon
• Personal Comments on Yoon's Discussion of my 1957 Paper / Clive William John Granger
• A New Class of Tail-Dependent Time-Series Models and Its Applications in Financial Time Series / Zhengjun Zhang

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
36431	519.55 TERe	Libro	Biblioteca Especializada	Colección general	Disponible

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