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101 0 $aeng
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181   $ctxt
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200 10$aNonlinear modeling of economic and financial time-series$b[electronic resource] /$fedited by Fredj Jawadi, William A. Barnett
205   $a1st ed.
210   $aBingley, UK $cEmerald$d2010
215   $a1 online resource (223 p.)
225 1 $aInternational symposia in economic theory and econometrics,$x1571-0386 ;$vv. 20
300   $a"First International Symposium in Computational Economic and Finance (ISCEF2010), which was organized in Sousse (Tunisia), on February 25-29, 2010."--P. xvi.
311   $a0-85724-489-2 
320   $aIncludes bibliographical references.
327   $aFront 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 Analysis
327   $aChpater 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 Application
330   $aThis volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. This volume should have important implication for economists, investors, policymakers.
410  0$aInternational symposia in economic theory and econometrics ;$v20.
606   $aEconometrics
606   $aFinance$xEconometric models
606   $aNonlinear theories
606   $aTime-series analysis
608   $aElectronic books.
615  0$aEconometrics.
615  0$aFinance$xEconometric models.
615  0$aNonlinear theories.
615  0$aTime-series analysis.
676   $a330.015195
701   $aBarnett$b William A$0886936
701   $aJawadi$b Fredj$01055165
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910460305303321
996   $aNonlinear modeling of economic and financial time-series$92488370
997   $aUNINA