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Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle
| Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle |
| Autore | Engle R. F (Robert F.) |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (165 p.) |
| Disciplina | 332.678 |
| Collana | Econometric Institute lecture series |
| Soggetto topico |
Finance - Econometric models
Economic forecasting - Mathematical models Risk management - Mathematical models Correlation (Statistics) |
| ISBN |
1-282-15821-X
9786612158216 1-4008-3019-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Introduction -- 1. Correlation Economics -- 2. Correlations in Theory -- 3. Models for Correlation -- 4. Dynamic Conditional Correlation -- 5. DCC Performance -- 6. The MacGyver Method -- 7. Generalized DCC Models -- 8. FACTOR DCC -- 9. Anticipating Correlations -- 10. Credit Risk and Correlations -- 11. Econometric Analysis of the DCC Model -- 12. Conclusions -- References -- Index |
| Record Nr. | UNINA-9910778220803321 |
Engle R. F (Robert F.)
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| Princeton, : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle
| Anticipating correlations [[electronic resource] ] : a new paradigm for risk management / / Robert Engle |
| Autore | Engle R. F (Robert F.) |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2009 |
| Descrizione fisica | 1 online resource (165 p.) |
| Disciplina | 332.678 |
| Collana | Econometric Institute lecture series |
| Soggetto topico |
Finance - Econometric models
Economic forecasting - Mathematical models Risk management - Mathematical models Correlation (Statistics) |
| ISBN |
1-282-15821-X
9786612158216 1-4008-3019-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Introduction -- 1. Correlation Economics -- 2. Correlations in Theory -- 3. Models for Correlation -- 4. Dynamic Conditional Correlation -- 5. DCC Performance -- 6. The MacGyver Method -- 7. Generalized DCC Models -- 8. FACTOR DCC -- 9. Anticipating Correlations -- 10. Credit Risk and Correlations -- 11. Econometric Analysis of the DCC Model -- 12. Conclusions -- References -- Index |
| Record Nr. | UNINA-9910813422903321 |
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Engle R. F (Robert F.)
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| Princeton, : Princeton University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Harmonic Elliott wave [[electronic resource] ] : the case for modification of R.N. Elliott's impulsive wave structure / / Ian Copsey
| Harmonic Elliott wave [[electronic resource] ] : the case for modification of R.N. Elliott's impulsive wave structure / / Ian Copsey |
| Autore | Copsey Ian |
| Pubbl/distr/stampa | Singapore, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (242 p.) |
| Disciplina |
332.632220112
512/.2 |
| Collana | Wiley trading |
| Soggetto topico | Elliott wave principle |
| ISBN |
0-470-82873-0
1-119-19935-2 1-283-17518-5 9786613175182 0-470-82872-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Harmonic Elliott Wave: The Case for Modification of R. N. Elliott's Impulsive Wave Structure; Contents; Introduction; 1 R. N. Elliott's Findings: Impulsive Waves; 2 R. N. Elliott's Findings: Corrective Waves; 3 Impulsive Wave Modification; 4 Projection and Retracement Ratios; 5 Working with the Modified Wave Structure in Forecasting; 6 A Case Study in EURUSD; 7 TheModified Structure in OtherMarkets; Index |
| Record Nr. | UNINA-9910139617403321 |
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Copsey Ian
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| Singapore, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Harmonic Elliott wave [[electronic resource] ] : the case for modification of R.N. Elliott's impulsive wave structure / / Ian Copsey
| Harmonic Elliott wave [[electronic resource] ] : the case for modification of R.N. Elliott's impulsive wave structure / / Ian Copsey |
| Autore | Copsey Ian |
| Pubbl/distr/stampa | Singapore, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (242 p.) |
| Disciplina |
332.632220112
512/.2 |
| Collana | Wiley trading |
| Soggetto topico | Elliott wave principle |
| ISBN |
0-470-82873-0
1-119-19935-2 1-283-17518-5 9786613175182 0-470-82872-2 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Harmonic Elliott Wave: The Case for Modification of R. N. Elliott's Impulsive Wave Structure; Contents; Introduction; 1 R. N. Elliott's Findings: Impulsive Waves; 2 R. N. Elliott's Findings: Corrective Waves; 3 Impulsive Wave Modification; 4 Projection and Retracement Ratios; 5 Working with the Modified Wave Structure in Forecasting; 6 A Case Study in EURUSD; 7 TheModified Structure in OtherMarkets; Index |
| Record Nr. | UNINA-9910819139003321 |
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Copsey Ian
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| Singapore, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910461657203321 |
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Lo Andrew W (Andrew Wen-Chuan)
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||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street [[electronic resource] /] / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910789735303321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay
| A non-random walk down Wall Street / / Andrew W. Lo, A. Craig MacKinlay |
| Autore | Lo Andrew W (Andrew Wen-Chuan) |
| Edizione | [Core Textbook] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, 1999 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | MacKinlayArchie Craig <1955-> |
| Soggetto topico |
Stocks - Prices - Mathematical models
Random walks (Mathematics) |
| ISBN |
1-283-37184-7
9786613371843 1-4008-2909-7 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- 1. Introduction -- Part I. -- Introduction -- 2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test -- 3. The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation -- 4. An Econometric Analysis of Nonsynchronous Trading -- 5. When Are Contrarian Profits Due to Stock Market Overreaction -- 6. Long-Term Memory in Stock Market Prices -- Part II. -- Introduction -- 7. Multifactor Models Do Not Explain Deviations from the CAPM -- 8. Data-Snooping Biases in Tests of Financial Asset Pricing Models -- 9. Maximizing Predictability in the Stock and Bond Market -- Part III. -- Introduction -- 10. An Ordered Probit Analysis of Transaction Stock Prices -- 11. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices -- 12. Order Imbalances and Stock Price Movements on October 19 and 20. 1987 -- References -- Index |
| Record Nr. | UNINA-9910824879903321 |
|
Lo Andrew W (Andrew Wen-Chuan)
|
||
| Princeton, N.J., : Princeton University Press, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal
| Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal |
| Autore | Hoffman Philip T. <1947-> |
| Pubbl/distr/stampa | Cambridge, MA, : Belknap Press of Harvard University Press, 2007 |
| Descrizione fisica | 1 online resource (272 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) |
Postel-VinayGilles
RosenthalJean-Laurent |
| Soggetto topico |
Financial crises
Middle class Capital market Economic policy |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-674-03871-1 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- CHAPTER 1. The Political Economy of Financial Crises -- CHAPTER 2. Information and Crises -- CHAPTER 3. Crises and the Middle Class -- CHAPTER 4. What Happens after Crises -- CHAPTER 5. Financial Intermediaries and the Demand for Change -- CHAPTER 6. Governments and the Demand for Reform -- Conclusion: The Lessons of History -- Notes -- References -- Index |
| Record Nr. | UNINA-9910455395803321 |
|
Hoffman Philip T. <1947->
|
||
| Cambridge, MA, : Belknap Press of Harvard University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal
| Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal |
| Autore | Hoffman Philip T. <1947-> |
| Pubbl/distr/stampa | Cambridge, MA, : Belknap Press of Harvard University Press, 2007 |
| Descrizione fisica | 1 online resource (272 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) |
Postel-VinayGilles
RosenthalJean-Laurent |
| Soggetto topico |
Financial crises
Middle class Capital market Economic policy |
| ISBN | 0-674-03871-1 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- CHAPTER 1. The Political Economy of Financial Crises -- CHAPTER 2. Information and Crises -- CHAPTER 3. Crises and the Middle Class -- CHAPTER 4. What Happens after Crises -- CHAPTER 5. Financial Intermediaries and the Demand for Change -- CHAPTER 6. Governments and the Demand for Reform -- Conclusion: The Lessons of History -- Notes -- References -- Index |
| Record Nr. | UNINA-9910778180003321 |
|
Hoffman Philip T. <1947->
|
||
| Cambridge, MA, : Belknap Press of Harvard University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal
| Surviving large losses [[electronic resource] ] : financial crises, the middle class, and the development of capital markets / / Philip T. Hoffman, Gilles Postel-Vinay, Jean-Laurent Rosenthal |
| Autore | Hoffman Philip T. <1947-> |
| Pubbl/distr/stampa | Cambridge, MA, : Belknap Press of Harvard University Press, 2007 |
| Descrizione fisica | 1 online resource (272 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) |
Postel-VinayGilles
RosenthalJean-Laurent |
| Soggetto topico |
Financial crises
Middle class Capital market Economic policy |
| ISBN | 0-674-03871-1 |
| Classificazione | QK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Acknowledgments -- Introduction -- CHAPTER 1. The Political Economy of Financial Crises -- CHAPTER 2. Information and Crises -- CHAPTER 3. Crises and the Middle Class -- CHAPTER 4. What Happens after Crises -- CHAPTER 5. Financial Intermediaries and the Demand for Change -- CHAPTER 6. Governments and the Demand for Reform -- Conclusion: The Lessons of History -- Notes -- References -- Index |
| Record Nr. | UNINA-9910807379003321 |
|
Hoffman Philip T. <1947->
|
||
| Cambridge, MA, : Belknap Press of Harvard University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||