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1. |
Record Nr. |
UNINA9910458071803321 |
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Autore |
Taylor Stephen (Stephen J.) |
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Titolo |
Modelling financial time series [[electronic resource] /] / Stephen J Taylor |
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Pubbl/distr/stampa |
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New Jersey, : World Scientific, c2008 |
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ISBN |
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1-281-91161-5 |
9786611911614 |
981-277-085-2 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (297 p.) |
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Disciplina |
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Soggetti |
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Stocks - Prices - Mathematical models |
Commodity exchanges - Mathematical models |
Financial futures - Mathematical models |
Time-series analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986. |
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Nota di bibliografia |
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Includes bibliographical references (p. 256-261) and indexes. |
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Nota di contenuto |
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1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks. |
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Sommario/riassunto |
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"This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; |
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and secondly, detecting and exploiting price trends." |
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2. |
Record Nr. |
UNISA996206217903316 |
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Titolo |
IFLA public library service guidelines [[electronic resource]] |
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Pubbl/distr/stampa |
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Berlin ; ; New York, : De Gruyter Saur, c2010 |
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ISBN |
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1-282-72316-2 |
9786612723162 |
3-11-023227-8 |
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Edizione |
[2nd, completely rev. ed. /] |
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Descrizione fisica |
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1 online resource (161 p.) |
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Collana |
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IFLA publications, , 0344-6891 ; ; 147 |
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Classificazione |
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Altri autori (Persone) |
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KoontzChristie |
GubbinBarbara |
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Disciplina |
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Soggetti |
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Public libraries - Standards |
Public libraries - Administration |
Public libraries - Aims and objectives |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Rev. ed. of: The public library service / prepared by a working group chaired by Philip Gill on behalf of the Section of Public Libraries. 2001. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Frontmatter -- Contents -- 1 The mission and purposes of the public library -- 2 The legal and financial framework -- 3 Meeting the needs of the customers -- 4 Collection development -- 5 Human resources -- 6 The management of public libraries -- 7 The marketing of public libraries -- Backmatter |
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Sommario/riassunto |
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The public library is the prime community access point designed to respond to a multitude of ever-changing information needs. These guidelines are framed to provide assistance to library and information professionals in most situations. They assist to better develop effective services, relevant collections, and accessible formats within the context and requirements of the local community. In this exciting and complex information world it is important for professionals in search of knowledge, information and creative experience to succeed. This is the 2nd edition of The Public Library Service IFLA/UNESCO Guidelines for |
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