01072nam0 22002651i 450 UON0032160420231205104142.56420090305d1976 |0itac50 babulBG|||| 1||||Tradicija i novi certi v balgarskoto izkustvosbornik ot naucni izsledvanija i saobstenijaStojan Stoimenov...[et alii]SofijaBalgarska Akademija na Nuakite1976286 p.ill.24 cm.ARTE BULGARAUONC040269FIBGSofijaUONL003208709.4977ARTE BULGARA21STOIMENOVStojanUONV183192Bălgarska Akademija na NaukiteUONV265845650ITSOL20241213RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00321604SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI BULGARO E 0039 SI EO 41733 5 0039 Tradicija i novi certi v balgarskoto izkustvo1371313UNIOR04773nam 2200805Ia 450 991096452700332120200520144314.097866129920499781282992047128299204X9781400839254140083925410.1515/9781400839254(CKB)2560000000058803(EBL)664610(OCoLC)705944547(SSID)ssj0001514754(PQKBManifestationID)12498494(PQKBTitleCode)TC0001514754(PQKBWorkID)11480293(PQKB)10021645(SSID)ssj0000467064(PQKBManifestationID)11324825(PQKBTitleCode)TC0000467064(PQKBWorkID)10489338(PQKB)11480133(OCoLC)813288894(MdBmJHUP)muse36951(DE-B1597)446717(OCoLC)979749813(DE-B1597)9781400839254(Au-PeEL)EBL664610(CaPaEBR)ebr10447296(CaONFJC)MIL299204(MiAaPQ)EBC664610(Perlego)735087(FR-PaCSA)88833416(FRCYB88833416)88833416(EXLCZ)99256000000005880320070426h20072005 uy 0engurcn|||||||||txtccrAsset price dynamics, volatility, and prediction /Stephen J. TaylorCourse BookPrinceton, N.J. Princeton University Press2007, c20051 online resource (988 p.)Description based upon print version of record.9780691115375 0691115370 9780691134796 0691134790 Includes bibliographical references (p. [473]-501) and indexes. Frontmatter -- Contents -- Preface -- 1. Introduction -- Part I. Foundations -- 2. Prices and Returns -- 3. Stochastic Processes: Definitions and Examples -- 4. Stylized Facts for Financial Returns -- Part II. Conditional Expected Returns -- 5. The Variance-Ratio Test of the RandomWalk Hypothesis -- 6. Further Tests of the RandomWalk Hypothesis -- 7. Trading Rules and Market Efficiency -- Part III. Volatility Processes -- 8. An Introduction to Volatility -- 9. ARCH Models: Definitions and Examples -- 10. ARCH Models: Selection and Likelihood Methods -- 11. Stochastic Volatility Models -- Part IV. High-Frequency Methods -- 12. High-Frequency Data and Models -- Part V. Inferences from Option Prices -- 13. Continuous-Time Stochastic Processes -- 14. Option Pricing Formulae -- 15. Forecasting Volatility -- 16. Density Prediction for Asset Prices -- Symbols -- References -- Author Index -- Subject IndexThis book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions. Asset Price Dynamics, Volatility, and Prediction is ideal for students of economics, finance, and mathematics who are studying financial econometrics, and will enable researchers to identify and apply appropriate models and methods. It will likewise be a valuable resource for quantitative analysts, fund managers, risk managers, and investors who seek realistic expectations about future asset prices and the risks to which they are exposed.Capital assets pricing modelFinanceMathematical modelsCapital assets pricing model.FinanceMathematical models.332.60151962Taylor Stephen(Stephen J.)372606MiAaPQMiAaPQMiAaPQBOOK9910964527003321Asset price dynamics, volatility, and prediction4340130UNINA03563nam 2200829 a 450 991097176670332120240514063244.09780804778350080477835310.1515/9780804778350(CKB)2550000000073679(EBL)816149(OCoLC)768081840(SSID)ssj0000646675(PQKBManifestationID)12207754(PQKBTitleCode)TC0000646675(PQKBWorkID)10699941(PQKB)10468831(SSID)ssj0000638311(PQKBManifestationID)12274642(PQKBTitleCode)TC0000638311(PQKBWorkID)10714300(PQKB)11001023(MiAaPQ)EBC816149(DE-B1597)564883(DE-B1597)9780804778350(Au-PeEL)EBL816149(CaPaEBR)ebr10519781(OCoLC)1198929829(dli)HEB33215(MiU) MIU01100000000000000000836(Perlego)745414(MiU)MIU01100000000000000000836(EXLCZ)99255000000007367920110308d2012 uy 0engur|n|---|||||txtccrMarkets and bodies women, service work, and the making of inequality in China /Eileen M. Otis1st ed.Stanford, California Stanford University Press20121 online resource (229 p.)Description based upon print version of record.9780804776486 0804776482 9780804776493 0804776490 Includes bibliographical references and index.Global markets, local bodies : the labor of service -- "The customer is God": women and China's new occupational geography -- Virtual personalism : importing global luxury and middle class femininity to the Beijing Transluxury Hotel -- Virtuous professionalism : localizing global luxury at the Kunming Transluxury Hotel -- Aspirational urbanism : consuming respect in China's informal consumer service sector -- Embodying consumer markets at work.Insulated from the dust, noise, and crowds churning outside, China's luxury hotels are staging areas for the new economic and political landscape of the country. These hotels, along with other emerging service businesses, offer an important, new source of employment for millions of workers, but also bring to light levels of inequality that surpass most developed nations. Examining how gender enables the globalization of markets and how emerging forms of service labor are changing women's social status in China, Markets and Bodies reveals the forms of social inequality produWomen, service work, and the making of inequality in ChinaWomen service industries workersChinaWomenEmploymentChinaWomenChinaSocial conditionsSex role in the work environmentChinaEqualityChinaWomen service industries workersWomenEmploymentWomenSocial conditions.Sex role in the work environmentEquality331.4/81000951Otis Eileen M1815543MiAaPQMiAaPQMiAaPQBOOK9910971766703321Markets and bodies4370730UNINA