02909nam 22005653 450 991045148880332120220223000358.01-134-59111-X1-134-59112-81-280-17725-X0-203-99073-0(CKB)1000000000249956(MiAaPQ)EBC241874(Au-PeEL)EBL241874(CaPaEBR)ebr10165523(CaONFJC)MIL17725(OCoLC)935227631(EXLCZ)99100000000024995620220127d2002 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierFinancial EconometricsFlorence :Taylor & Francis Group,2002.©2002.1 online resource (193 pages)Routledge Advanced Texts in Economics and Finance Ser.0-415-22455-1 0-415-22454-3 Intro -- Half-Title -- Title -- Copyright -- Contents -- Detailed contents -- List of illustrations -- Preface -- Acknowledgements -- 1 Stochastic processes and financial time series -- 2 Unit roots, cointegration and other comovements in time series -- 3 Time-varying volatility models - GARCH and stochastic volatility -- 4 Shock persistence and impulse response analysis -- 5 Modelling regime shifts -- 6 Present value models and tests for rationality and market efficiency -- 7 State space models and the Kalman .lter -- 8 Frequency domain analysis of time series -- 9 Research tools and sources of information -- Subject index.This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way. Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics.Routledge Advanced Texts in Economics and Finance Ser.FinanceEconometric modelsTime-series analysisStochastic processesElectronic books.FinanceEconometric models.Time-series analysis.Stochastic processes.332.722Wang Peijie630493MiAaPQMiAaPQMiAaPQBOOK9910451488803321Financial econometrics37914UNINA01377nam0 22003133i 450 VAN010723620170111110426.707978-88-348-2657-720170110d2012 |0itac50 baitaIT|||| |||||Introduzione al diritto dei titoli di creditodocumenti circolanti, circolazione intermediata e passwordPaolo Spada3. edTorinoGiappichelli2012IX, 155 p.24 cm.001VAN00114342001 Trittico giuridico. Sez. Introduzioni210 TorinoGiappichelli.5Titoli di creditoDirittoVANC032746ECTorinoVANL000001346.4509621SpadaPaolo1943- VANV063919230844Giappichelli <editore>VANV107921650ITSOL20230707RICAhttps://books.google.it/books?id=mNEW4E2cMdIC&printsec=frontcover&hl=ithttps://books.google.it/books?id=mNEW4E2cMdIC&printsec=frontcover&hl=itBIBLIOTECA DEL DIPARTIMENTO DI ECONOMIAIT-CE0106VAN03VAN0107236BIBLIOTECA DEL DIPARTIMENTO DI ECONOMIA03PREST IVCe19 03BDE576 20170110 BuonoIntroduzione al diritto dei titoli di credito196736UNICAMPANIA