Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Statistical Methods in Finance
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Contenido :
Econometric evaluation of asset pricing models
Instrumental variables estimation of conditional beta pricing models
Semiparametric methods for asset pricing models
Modeling the term structure
Stochastic volatility
Stock price volatility
GARCH models of volatility
Forecast evaluation and combination
Predictable components in stock returns
Interest rate spreads as predictors of business cycles
Nonlinear time series, complexity theory, and finance
Count data models for financial data
Financial applications of stable distributions
Probability distributions for financial models
Bootstrap based tests in financial models
Principal components and factor analyses
Errors-in-variables problems in financial models
Financial applications of artificial neural networks
Applications of limited dependent variable models in finance
Testing option pricing models
Peso problems : their theoretical and empirical implications
Modeling market microstructure time series
Econometric evaluation of asset pricing models
Instrumental variables estimation of conditional beta pricing models
Semiparametric methods for asset pricing models
Modeling the term structure
Stochastic volatility
Stock price volatility
GARCH models of volatility
Forecast evaluation and combination
Predictable components in stock returns
Interest rate spreads as predictors of business cycles
Nonlinear time series, complexity theory, and finance
Count data models for financial data
Financial applications of stable distributions
Probability distributions for financial models
Bootstrap based tests in financial models
Principal components and factor analyses
Errors-in-variables problems in financial models
Financial applications of artificial neural networks
Applications of limited dependent variable models in finance
Testing option pricing models
Peso problems : their theoretical and empirical implications
Modeling market microstructure time series
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 34930 | 519.5 HAN14 | Libro | Biblioteca Especializada | Colección general | Disponible |
