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