Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee

• Autore: Lee, Cheng-Few
• Pubblicazione: New York, : Springer, 2019
• Titolo uniforme: Financial Econometrics, Mathematics and Statistics
• Descrizione fisica: xx, 655 p. : ill. ; 24 cm
• Soggetto topico: 62-XX - Statistics [MSC 2020]; 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]
• Soggetto non controllato: ARCH method; Asset allocation; Autoregressive forecasting model; Capital asset pricing model; Credit risk; Dummy variables; Error component model; Financial Econometrics and Statistics; Heteroscedasticity; Holt-Winters forecasting model; LISREAL method; Maximum likelihood method; Monte-Carlo Simulation; Multiple regression; Option pricing model; Panel Data Analysis; Simultaneous Equation Models; Single Equation Regression Methods; Statistical Distributions; Time Series Analysis
• Altri autori: Chen, Hong-Yi
• Persona (resp. second.): Lee, John Chung-Mong
• Titolo autorizzato: Financial Econometrics, Mathematics and Statistics
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0127257
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-1-4939-9429-8