Practical Financial Econometrics

Valutazione media 4,5
( su 10 valutazioni fornite da GoodReads )
 
9780470998014: Practical Financial Econometrics

Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Factor analysis with orthogonal regressions and using principal component factors;* Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;* Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;* Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;* Simulation of normal mixture and Markov switching GARCH returns;* Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;* Markov switching regression models (Eviews code);* GARCH term structure forecasting with volatility targeting;* Non-linear quantile regressions with applications to hedging.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Carol Alexander
Editore: John Wiley and#38; Sons (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Quantità: > 20
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2008. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470998014

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 49,62
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,41
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Carol Alexander
Editore: John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Prima edizione Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Condizione libro: New. 1. Auflage. 246 x 173 mm. Language: English . Brand New Book. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Factor analysis with orthogonal regressions and using principal component factors;* Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;* Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;* Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;* Simulation of normal mixture and Markov switching GARCH returns;* Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;* Markov switching regression models (Eviews code);* GARCH term structure forecasting with volatility targeting;* Non-linear quantile regressions with applications to hedging. Codice libro della libreria AAH9780470998014

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 60,49
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

3.

Carol Alexander
Editore: John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Prima edizione Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Condizione libro: New. 1. Auflage. 246 x 173 mm. Language: English . Brand New Book. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one-semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Factor analysis with orthogonal regressions and using principal component factors;* Estimation of symmetric and asymmetric, normal and Student t GARCH and E-GARCH parameters;* Normal, Student t, Gumbel, Clayton, normal mixture copula densities, and simulations from these copulas with application to VaR and portfolio optimization;* Principal component analysis of yield curves with applications to portfolio immunization and asset/liability management;* Simulation of normal mixture and Markov switching GARCH returns;* Cointegration based index tracking and pairs trading, with error correction and impulse response modelling;* Markov switching regression models (Eviews code);* GARCH term structure forecasting with volatility targeting;* Non-linear quantile regressions with applications to hedging. Codice libro della libreria AAH9780470998014

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 61,41
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Carol Alexander
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 1
Da
Grand Eagle Retail
(Wilmington, DE, U.S.A.)
Valutazione libreria
[?]

Descrizione libro 2008. Hardcover. Condizione libro: New. Volume II. 175mm x 30mm x 249mm. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometr.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 396 pages. 0.862. Codice libro della libreria 9780470998014

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 71,93
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

5.

CAROL ALEXANDER
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro 2008. Hardback. Condizione libro: NEW. 9780470998014 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0768855

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 72,06
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,25
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Carol Alexander (ISMA, University of Reading)
Editore: John Wiley and Sons
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Quantità: > 20
Da
INDOO
(Avenel, NJ, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0470998016

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 78,49
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,22
In U.S.A.
Destinazione, tempi e costi

7.

Alexander, Carol
Editore: Wiley (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. book. Codice libro della libreria 0470998016

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 83,24
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

8.

Alexander, Carol
Editore: John Wiley & Sons Inc (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 2
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons Inc, 2008. Hardcover. Condizione libro: Brand New. illustrated edition. 426 pages. 10.00x7.00x1.25 inches. In Stock. Codice libro della libreria __0470998016

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 83,03
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,94
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Alexander, Carol
Editore: Wiley (2008)
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 3
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. Codice libro della libreria P110470998016

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 94,99
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,75
In U.S.A.
Destinazione, tempi e costi

10.

Carol Alexander
ISBN 10: 0470998016 ISBN 13: 9780470998014
Nuovi Rilegato Quantità: 1
Da
AussieBookSeller
(SILVERWATER, NSW, Australia)
Valutazione libreria
[?]

Descrizione libro 2008. Hardcover. Condizione libro: New. Volume II. 175mm x 30mm x 249mm. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces .Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 396 pages. 0.862. Codice libro della libreria 9780470998014

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 76,81
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 25,78
Da: Australia a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro