02625nam0 2200361 450 00003198720180906113924.09780470670057DOI:10.1002/978047067005720180906d2010----km-y0itay50------baengUKy-------001yyGARCH ModelsStructure, Statistical Inference and Financial ApplicationsChristian Francq, Jean\2010Michel Zakoïanrisorsa elettronicaUnited KingdomJohn Wiley & Sons Ltd2010488 p.ill.Dati testuali (1 file: 4 Mb)Modalità di accesso: World Wide WebConsultazione onlineIndice del libro free access:https://onlinelibrary.wiley.com/doi/10.1002/9780470670057.fmatterThis book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models2001GARCH Models : Structure, Statistical Inference and Financial Applications1511245Modelli matematici finanziariInvestimentiModelli matematici332.0121Economia finanziaria. Filosofia e teoriaFrancq,Christian614595Zakoïan,Jean\2010Michel751773ITUNIPARTHENOPE20180906RICAUNIMARChttps://onlinelibrary.wiley.com/doi/book/10.1002/9780470670057Accesso limitato alla rete di Ateneo Università di Napoli "Parthenope"data ultima consultazione: 06/09/2018000031987GARCH Models : Structure, Statistical Inference and Financial Applications1511245UNIPARTHENOPE05620nam 2200697 450 991081924620332120230125194145.01-60807-101-4(CKB)2670000000327460(EBL)1118871(OCoLC)827208356(SSID)ssj0000833469(PQKBManifestationID)11462180(PQKBTitleCode)TC0000833469(PQKBWorkID)10935753(PQKB)10194277(Au-PeEL)EBL1118871(CaPaEBR)ebr10818325(CaBNVSL)mat09100032(IEEE)9100032(MiAaPQ)EBC1118871(EXLCZ)99267000000032746020200730d2012 uy engur|n|---|||||txtccrIntroduction to infrared and electro-optical systems /Ronald G. Driggers, Melvin H. Friedman, Jonathan NicholsSecond edition.Boston ;Artech House,©2012.[Piscataqay, New Jersey] :IEEE Xplore,[2012]1 online resource (600 p.)Artech optoelectronics and applied optics seriesArtech House applied photonics seriesDescription based upon print version of record.1-60807-100-6 Includes bibliographical references and index.Introduction to Infrared and Electro-Optical Systems; Contents; Preface; Chapter 1 Introduction; 1.1 Introduction to Imaging; 1.2 Infrared and EO Systems; 1.3 Wavelength Dependencies; 1.4 Typical EO Scenario; 1.5 Typical Infrared Scenario; 1.6 Analytical Parameters; 1.7 Sensitivity and Resolution; 1.8 Linear Systems Approach; 1.9 Summary; 1.10 Guide to the References; References; Chapter 2 Mathematics; 2.1 Complex Functions; 2.2 Common One-Dimensional Functions; 2.3 Two-Dimensional Functions; 2.4 Convolution and Correlation; 2.5 The Fourier Transform; 2.6 Properties of the Fourier Transform.2.7 Transform Pairs2.8 Probability; 2.9 Important Examples; 2.10 Guide to the References; 2.11 Exercises; References; Software; Chapter 3 Linear Shift-Invariant Systems; 3.1 Linear Systems; 3.2 Shift Invariance; 3.3 Basics of LSI Systems; 3.4 Impulse Response; 3.5 Transfer Function; 3.6 System PSF and MTF Versus Component PSF and MTF; 3.7 Spatial Sampling; 3.8 Spatial Sampling and Resolution; 3.9 Sampled Imaging Systems; 3.10 Guide to the References; 3.11 Exercises; References; Chapter 4 Diffraction; 4.1 Electromagnetic Waves; 4.2 Coherence.4.3 Fresnel and Fraunhofer Diffraction from an ApertureFresnel Diffraction; Fraunhofer Diffraction; 4.4 Fraunhofer Diffraction from a Thin Lens; 4.5 Thin Lens Optical System Diffraction Psf; 4.6 Thin Lens Diffraction Mtf; Modulation and Modulation Transfer Function; Incoherent Diffraction MTF; Coherent Diffraction MTF; 4.7 Calculating Diffraction Mtf with Pencil and Paper; Circular Pupil: Coherent MTF; Circular Pupil: Incoherent MTF; 4.8 Programs for Calculating Incoherent Diffraction Mtf; 4.9 Applications of Diffraction Theory; 4.10 Exercises; References; Chapter 5 Sources of Radiation.5.1 Radiometry and PhotometryRadiometric Units; Photometric Units; 5.2 Infrared Targets and Backgrounds; Blackbody Radiation; Emissivity; Equivalent Differential Temperature (Delta T); Apparent Differential Temperature (Apparent Delta T); Technique 1: Temperature-Broadband Beer's Law Product; Technique 2: Temperature-Broadband Transmission as a Function of Range; Technique 3: Flux-Broadband Beer's Law Product; Technique 4: Flux-Temperature Differential; 5.3 Electro-Optical Targets and Backgrounds; External Sources; Contrast; 5.4 Other Sensitivity Considerations.Bidirectional Reflectance Distribution FunctionColor Considerations; 5.5 Target and Background Spatial Characteristics; Bar Target Representation of Targets; Target Delta T and Characteristic Dimension; Summary of Target Characteristics; Clutter; Simulation of Target Characteristics; 5.6 Typical Midwave and Longwave Contrasts and Solar Effects; 5.7 Exercises; References; Chapter 6 Atmospherics; 6.1 Atmospheric Components and Structure; 6.2 Atmospheric Transmission; 6.3 Absorption; 6.4 Scattering; 6.5 Path Radiance; 6.6 Turbulence; 6.7 Atmospheric MTF; 6.8 Models; 6.9 Model Discussion.This newly revised and updated edition of a classic Artech House book offers a current and complete introduction to the analysis and design of Electro-Optical (EO) imaging systems. The Second Edition provides numerous updates and brand new coverage of today's most important areas, including the integrated spatial frequency approach and a focus on the weapons of terrorists as objects of interest. This comprehensive reference details the principles and components of the Linear Shift-Invariant (LSI) infrared and electro-optical systems and shows you how to combine this approach with calculus and d.Artech House applied photonics series.Infrared and electro-optical systemsInfrared technologyElectrooptical devicesInfrared technology.Electrooptical devices.600Driggers Ronald G.891549Friedman Melvin H175287Nichols Jonathan1656361CaBNVSLCaBNVSLCaBNVSLBOOK9910819246203321Introduction to infrared and electro-optical systems4009200UNINA