02522nam0 2200589 i 450 VAN012725720230628090143.819N978149399429820200303d2019 |0itac50 baengUS|||| |||||Financial Econometrics, Mathematics and StatisticsTheory, Method and ApplicationCheng-Few Lee, Hong-Yi Chen, John LeeNew YorkSpringer2019xx, 655 p.ill.24 cmVAN0237066Financial Econometrics, Mathematics and Statistics173382762-XXStatistics [MSC 2020]VANC022998MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MFARCH methodKW:KAsset allocationKW:KAutoregressive forecasting modelKW:KCapital asset pricing modelKW:KCredit riskKW:KDummy variablesKW:KError component modelKW:KFinancial Econometrics and StatisticsKW:KHeteroscedasticityKW:KHolt-Winters forecasting modelKW:KLISREAL methodKW:KMaximum likelihood methodKW:KMonte-Carlo SimulationKW:KMultiple regressionKW:KOption pricing modelKW:KPanel Data AnalysisKW:KSimultaneous Equation ModelsKW:KSingle Equation Regression MethodsKW:KStatistical DistributionsKW:KTime Series AnalysisKW:KUSNew YorkVANL000011LeeCheng-FewVANV088761114212ChenHong-YiVANV098696781830LeeJohn Chung-MongVANV098697Springer <editore>VANV108073650Lee, JohnLee, John Chung-MongVANV098698ITSOL20240614RICAhttp://doi.org/10.1007/978-1-4939-9429-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127257BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1809 08eMF1809 20200303 Financial Econometrics, Mathematics and Statistics1733827UNICAMPANIA