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.
Econometric Analysis of Financial and Economic Time Series: Part B
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Contenido :
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison
Flexible Seasonal Time Series Models
Estimation of Long-Memory Time Series Models: A Survey of Different Likelihood-Based Methods
Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
Overlaying Time Scales in Financial Volatility Data
Evaluating the 'Fed Model' of Stock Price Valuation: an Out-of-Sample Forecasting Perspective
Structural Change as an Alternative to Long Memory in Financial Time Series
Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A Bayesian Approach
Estimating Taylor-Type Rules: An Unbalanced Regression?
Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility
A Modern Time Series Assessment of "A Statistical Model for Sunspot Activity" by C. W. J. Granger: 1957
Personal Comments on Yoon's Discussion of my 1957 Paper
A New Class of Tail-Dependent Time-Series Models and Its Applications in Financial Time Series
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison
Flexible Seasonal Time Series Models
Estimation of Long-Memory Time Series Models: A Survey of Different Likelihood-Based Methods
Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
Overlaying Time Scales in Financial Volatility Data
Evaluating the 'Fed Model' of Stock Price Valuation: an Out-of-Sample Forecasting Perspective
Structural Change as an Alternative to Long Memory in Financial Time Series
Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A Bayesian Approach
Estimating Taylor-Type Rules: An Unbalanced Regression?
Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility
A Modern Time Series Assessment of "A Statistical Model for Sunspot Activity" by C. W. J. Granger: 1957
Personal Comments on Yoon's Discussion of my 1957 Paper
A New Class of Tail-Dependent Time-Series Models and Its Applications in Financial Time Series
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 36431 | 519.55 TERe | Libro | Biblioteca Especializada | Colección general | Disponible |
