Econometric analysis of financial an...
Fomby, Thomas B.

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  • Econometric analysis of financial and economic time series
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Econometric analysis of financial and economic time series/ edited by Thomas B. Fomby, Dek Terrell.{me_controlnum}
    其他作者: Fomby, Thomas B.
    出版者: Bingley, U.K. :Emerald, : 2006.,
    面頁冊數: 1 online resource (xxv, 352 p.).
    內容註: Realized beta : persistence and predictability / Torben G. Andersen,Tim Bollerslev, Francis X. Diebold, Ginger Wu -- Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting / Valeriy V. Gavrishchaka -- Overlaying time scales in financial volatility data / Eric Hillebrand -- Evaluating the fed model of stock price valuation : an out-of-sample forecasting perspective / Dennis W. Jansen, Zijun Wang -- Structural change as an alternative to long memoryin financial time series / Tze Leung Lai, Haipeng Xing -- Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach / Hedibert Freitas Lopes,Esther Salazar -- Estimating Taylor-type rules : an unbalanced regression? / Pierre L. Siklos, MarkE. Wohar -- Bayesian inference on mixture-of-experts for estimation of stochastic volatility / Alejandro Villagran, Gabriel Huerta -- A modern time series assessment of a statistical model for sunspot activity by C.W.J. Granger (1957) / Gawon Yoon -- Personal comments on Yoon's discussion of my 1957 paper / Clive W.J. Granger -- A new class of tail-dependent time-series models and its applications in financial time series / Zhengjun Zhang -- Asymmetric predictive abilities of nonlinear models for stock returns : evidence from density forecast comparison / Yong Bao, Tae-Hwy Lee -- Flexible seasonal time series models / Zongwu Cai, Rong Chen -- Estimation of long-memory time series models : asurvey of different likelihood-based methods / Ngai Hang Chan, Wilfredo Palma -- Introduction / Thomas B. Fomby, Dek Terrell -- Good ideas / Robert F. Engle -- The creativity process / Clive W.J. Granger.
    標題: Business & Economics - Econometrics. -
    電子資源: http://www.emeraldinsight.com/0731-9053/20 PART 2
    ISBN: 9781849503884 (electronic bk.)
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W9138882 電子資源 11.線上閱覽_V 電子書 EB HB139 .E26 2006 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
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