Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
Altri autori (Persone) | Chen, Hong-Yi |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127257 |
Lee, Cheng-Few | ||
New York, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Pubbl/distr/stampa | New York, : Springer, 2019 |
Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
Altri autori (Persone) | Chen, Hong-Yi |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127257 |
Lee, Cheng-Few | ||
New York, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
Autore | Lee, Cheng-Few |
Edizione | [New York : Springer, 2019] |
Pubbl/distr/stampa | xx, 655 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) | Chen, Hong-Yi |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0127257 |
Lee, Cheng-Few | ||
xx, 655 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|