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[null,"1.","Record Nr.",null,"UNINA9910140611403321"]
[null,null,"Autore",null,"Xekalaki Evdokia"]
[null,null,"Titolo",null,"ARCH models for financial applications [[electronic resource] /] / Evdokia Xekalaki, Stavros Degiannakis"]
[null,null,"Pubbl/distr/stampa",null,"Chichester ; ; Hoboken, : John Wiley & Sons, 2010"]
[null,null,"ISBN",null,"1-282-54774-7"]
[{"$nulls":4},"9786612547744"]
[{"$nulls":4},"0-470-68801-7"]
[{"$nulls":4},"0-470-68802-5"]
[null,null,"Descrizione fisica",null,"1 online resource (560 p.)"]
[null,null,"Disciplina",null,"332.015195"]
[{"$nulls":4},"332.01519536"]
[null,null,"Soggetti",null,"Finance - Mathematical models"]
[{"$nulls":4},"Autoregression (Statistics)"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"ARCH Models for Financial Applications; Contents; Preface; Notation; 1 What is an ARCH process?; 1.1 Introduction; 1.2 The autoregressive conditionally heteroscedastic process; 1.3 The leverage effect; 1.4 The non-trading period effect; 1.5 The non-synchronous trading effect; 1.6 The relationship between conditional variance and conditional mean; 1.6.1 The ARCH in mean model; 1.6.2 Volatility and serial correlation; 2 ARCH volatility specifications; 2.1 Model specifications; 2.2 Methods of estimation; 2.2.1 Maximum likelihood estimation; 2.2.2 Numerical estimation algorithms"]
[{"$nulls":4},"2.2.3 Quasi-maximum likelihood estimation2.2.4 Other estimation methods; 2.3 Estimating the GARCH model with EViews 6: an empirical example; 2.4 Asymmetric conditional volatility specifications; 2.5 Simulating ARCH models using EViews; 2.6 Estimating asymmetric ARCH models with G@RCH 4.2 OxMetrics: an empirical example; 2.7 Misspecification tests; 2.7.1 The Box-Pierce and Ljung-Box Q statistics; 2.7.2 Tse's residual based diagnostic test for conditional heteroscedasticity; 2.7.3 Engle's Lagrange multiplier test; 2.7.4 Engle and Ng's sign bias tests"]
[{"$nulls":4},"2.7.5 The Breusch-Pagan, Godfrey, Glejser, Harvey and White tests2.7.6 The Wald, likelihood ratio and Lagrange multiplier tests; 2.8 Other ARCH volatility specifications; 2.8.1 Regime-switching ARCH models; "]
[{"$nulls":4},"2.8.2 Extended ARCH models; 2.9 Other methods of volatility modelling; 2.10 Interpretation of the ARCH process; Appendix; 3 Fractionally integrated ARCH models; 3.1 Fractionally integrated ARCH model specifications; 3.2 Estimating fractionally integrated ARCH models using G@RCH 4.2 OxMetrics: an empirical example"]
[{"$nulls":4},"3.3 A more detailed investigation of the normality of the standardized residuals: goodness-of-fit tests3.3.1 EDF tests; 3.3.2 Chi-square tests; 3.3.3 QQ plots; 3.3.4 Goodness-of-fit tests using EViews and G@RCH; Appendix; 4 Volatility forecasting: an empirical example using EViews 6; 4.1 One-step-ahead volatility forecasting; 4.2 Ten-step-ahead volatility forecasting; Appendix; 5 Other distributional assumptions; 5.1 Non-normally distributed standardized innovations"]
[{"$nulls":4},"5.2 Estimating ARCH models with non-normally distributed standardized innovations using G@RCH 4.2 OxMetrics: an empirical example5.3 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: an empirical example; 5.4 Estimating ARCH models with non-normally distributed standardized innovations using EViews 6: the logl object; Appendix; 6 Volatility forecasting: an empirical example using G@RCH Ox; Appendix; 7 Intraday realized volatility models; 7.1 Realized volatility; 7.2 Intraday volatility models"]
[{"$nulls":4},"7.3 Intraday realized volatility andARFIMAXmodels in G@RCH 4.2 OxMetrics: an empirical example"]
[null,null,null,"Sommario/riassunto","Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features:Presents a comprehensive overview of both t"]
[null,"2.","Record Nr.",null,"UNINA9910781445903321"]
[null,null,"Autore",null,"Ward Stephen J. A (Stephen John Anthony), <1951->"]
[null,null,"Titolo",null,"Ethics and the media : an introduction / / Stephen J.A. Ward [[electronic resource]]"]
[null,null,"Pubbl/distr/stampa",null,"Cambridge : , : Cambridge University Press, , 2011"]
[null,null,"ISBN",null,"1-107-22622-8"]
[{"$nulls":4},"1-139-15251-3"]
[{"$nulls":4},"1-283-34097-6"]
[{"$nulls":4},"9786613340979"]
[{"$nulls":4},"1-139-15993-3"]
[{"$nulls":4},"0-511-97780-8"]
[{"$nulls":4},"1-139-16093-1"]
[{"$nulls":4},"1-139-15888-0"]
[{"$nulls":4},"1-139-15537-7"]
[{"$nulls":4},"1-139-15712-4"]
[null,null,"Descrizione fisica",null,"1 online resource (viii, 290 pages) : digital, PDF file(s)"]
[null,null,"Collana",null,"Cambridge applied ethics"]
[null,null,"Disciplina",null,"175"]
[null,null,"Soggetti",null,"Mass media - Moral and ethical aspects"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from publisher's bibliographic system (viewed on 05 Oct 2015)."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 272-284) and index."]
[null,null,"Nota di contenuto",null,"The need for a new ethics : The context of media ethics ; The structure of the book ; The meaning of media -- 1. What is ethics? : The ethical sphere ; Theorizing about ethics -- 2. Approaches to media ethics : Understanding media ethics ; Approaches to media ethics ; Essentials for ethical reasoning ; Applying aims and principles -- 3. Free press and deliberative democracy : Freedom and the turn to ethics ; The need for ethics ; Journalism and democracy -- 4. Reaffirming truth and objectivity : Truth and objectivity in journalism ; Rise and decline of objectivity ; Responding to the challenge ; Pragmatic truth and objectivity -- 5. Media harm and offense : Harm in ethics ; Contending principles ; Restraining principles for media ; Media harm: cases ; Media offense -- 6. The new media ethics : Ethical revolutions ; Where are we today? ; Shape of a future ethics ; Toward an open ethics -- 7. Global media ethics : Going global ; Ethical foundations ; Application to journalism ; Building global media ethics."]
[null,null,null,"Sommario/riassunto","This book is a comprehensive introduction to media ethics and an "]
[{"$nulls":4},"exploration of how it must change to adapt to today's media revolution. Using an ethical framework for the new 'mixed media' ethics - taking in the global, interactive media produced by both citizens and professionals - Stephen J. A. Ward discusses the ethical issues which occur in both mainstream and non-mainstream media, from newspapers and broadcast to social media users and bloggers. He re-defines traditional conceptions of journalistic truth-seeking, objectivity and minimizing harm, and examines the responsible use of images in an image-saturated public sphere. He also draws the contours of a future media ethics for the 'new mainstream media' and puts forward cosmopolitan principles for a global media ethics. His book will be invaluable for all students of media and for others who are interested in media ethics."]