03594nam 2200697Ia 450 991046030530332120200520144314.01-282-96412-797866129641210-85724-490-6(CKB)2670000000067174(EBL)647703(OCoLC)699812820(SSID)ssj0000471731(PQKBManifestationID)12210975(PQKBTitleCode)TC0000471731(PQKBWorkID)10429216(PQKB)10232042(MiAaPQ)EBC647703(PPN)170268888(Au-PeEL)EBL647703(CaPaEBR)ebr10451141(CaONFJC)MIL296412(EXLCZ)99267000000006717420101019d2010 uy 0engur|n|---|||||txtccrNonlinear modeling of economic and financial time-series[electronic resource] /edited by Fredj Jawadi, William A. Barnett1st ed.Bingley, UK Emerald20101 online resource (223 p.)International symposia in economic theory and econometrics,1571-0386 ;v. 20"First International Symposium in Computational Economic and Finance (ISCEF2010), which was organized in Sousse (Tunisia), on February 25-29, 2010."--P. xvi.0-85724-489-2 Includes bibliographical references.Front cover; Nonlinear Modeling of Economic and Financial Time-Series; Copyright page; Contents; List of Contributors; Editorial Advisory Board Members; About the Series; Introduction; Chapter 1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence; Chapter 2. Nonlinear Stock Market Links between Mexico and the World; Chapter 3. Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets; Chapter 4. Copula Theory Applied to Hedge Funds Dependence Structure Determination; Chapter 5. European Exchange Rate Credibility: An Empirical AnalysisChpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear ModelsChapter 7. Sources of European Growth Externalities: A Two-Step Approach; Chapter 8. Alternative Methods for Forecasting GDP; Chapter 9. GARCH Models with CPPI ApplicationThis volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. This volume should have important implication for economists, investors, policymakers.International symposia in economic theory and econometrics ;20.EconometricsFinanceEconometric modelsNonlinear theoriesTime-series analysisElectronic books.Econometrics.FinanceEconometric models.Nonlinear theories.Time-series analysis.330.015195Barnett William A886936Jawadi Fredj1055165MiAaPQMiAaPQMiAaPQBOOK9910460305303321Nonlinear modeling of economic and financial time-series2488370UNINA