LEADER 00873nam0-2200301---450- 001 990008144230403321 005 20050706110152.0 020 $aIT$b812807 035 $a000814423 035 $aFED01000814423 035 $a(Aleph)000814423FED01 035 $a000814423 100 $a20050706d1979----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay---n----00yy 200 1 $aProspettive del testo della Historia Augusta$fAngela Bellezza 210 $aBrescia$cStamperia F.lli Geroldi$d1979 215 $a77 p.$d26 cm 676 $a878$v21$zita 700 1$aBellezza,$bAngela Franca$0168085 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990008144230403321 952 $aDDR- Fonti II- Hist.Aug. St.43$b1571 ddr$fDDR$m21-7134 959 $aDDR 996 $aProspettive del testo della Historia Augusta$9757136 997 $aUNINA LEADER 04615nam 2200721Ka 450 001 9910785698503321 005 20110201105442.0 010 $a1-282-96412-7 010 $a9786612964121 010 $a0-85724-490-6 035 $a(CKB)2670000000067174 035 $a(EBL)647703 035 $a(OCoLC)699812820 035 $a(SSID)ssj0000471731 035 $a(PQKBManifestationID)12210975 035 $a(PQKBTitleCode)TC0000471731 035 $a(PQKBWorkID)10429216 035 $a(PQKB)10232042 035 $a(MiAaPQ)EBC647703 035 $a(Au-PeEL)EBL647703 035 $a(CaPaEBR)ebr10451141 035 $a(CaONFJC)MIL296412 035 $a(UtOrBLW)bslw06920792 035 $a(PPN)170268888 035 $a(EXLCZ)992670000000067174 100 $a20110201d2010 uy 0 101 0 $aeng 135 $aurun||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$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 ;$v20 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 $aIntroduction / Fredj Jawadi, William A. Barnett -- ch. 1. Collateralizable wealth, asset returns, and systemic risk : international evidence / Ricardo M. Sousa -- ch. 2. Nonlinear stock market links between Mexico and the world / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 3. Dynamic linkages between global macro hedge funds and traditional financial assets / Wafa Kammoun Masmoudi -- ch. 4. Copula theory applied to hedge funds dependence structure determination / Rania Hentati, Jean-Luc Prigent -- ch. 5. European exchange rate credibility : an empirical analysis / Iuliana Matei -- ch. 6. Oil prices and exchange rates : some new evidence using linear and nonlinear models / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 7. Sources of European growth externalities : a two-step approach / Sébastien Pommier, Fabien Rondeau -- ch. 8. Alternative methods for forecasting GDP / Dominique Guégan, Patrick Rakotomarolahy -- ch. 9. GARCH models with CPPI application / Hachmi Ben Ameur. 330 $aWithin the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications. 410 0$aInternational symposia in economic theory and econometrics ;$v20. 606 $aBusiness & Economics$xEconometrics$2bisacsh 606 $aBusiness & Economics$xEconomics$xTheory$2bisacsh 606 $aEconomic theory & philosophy$2bicssc 606 $aEconometrics$2bicssc 606 $aEconometric models 606 $aTime-series analysis 615 7$aBusiness & Economics$xEconometrics. 615 7$aBusiness & Economics$xEconomics$xTheory. 615 7$aEconomic theory & philosophy. 615 7$aEconometrics. 615 0$aEconometric models. 615 0$aTime-series analysis. 676 $a330.015195 701 $aJawadi$b Fredj$01509035 701 $aBarnett$b William A$01121739 801 0$bUtOrBLW 801 1$bUtOrBLW 906 $aBOOK 912 $a9910785698503321 996 $aNonlinear modeling of economic and financial time-series$93761124 997 $aUNINA