Articoli correlati a Forecasting Stock Returns using a Copula-GARCH model
Sinossi
Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock’s future price. To deal with the volatility and dependence of stock returns, this book provides procedures of combining a copula with a GARCH model. Using the copula-GARCH approach that describes the tail dependences of stock returns, we carry out Monte Carlo simulations to predict a company’s movements in the stock market. The procedures are illustrated in two technology stocks, Apple and Samsung.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 22,32
EUR 9,70 per la spedizione da Germania a Italia
Destinazione, tempi e costiRisultati della ricerca per Forecasting Stock Returns using a Copula-GARCH model
Immagini fornite dal venditore
Forecasting Stock Returns using a Copula-GARCH model
Editore:
LAP LAMBERT Academic Publishing, 2017
ISBN 10: 3659233579
ISBN 13: 9783659233579
Nuovo
Brossura
Da: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Lee Seung-HwanSeung-Hwan Lee - Associate Professor. Department of Mathematics. Illinois Wesleyan University, Bloomington.Investigating dependence structures of stocks that are related to one another should be an important conside. Codice articolo 385766304
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Forecasting Stock Returns using a Copula-GARCH model
Editore:
LAP Lambert Academic Publishing Nov 2017, 2017
ISBN 10: 3659233579
ISBN 13: 9783659233579
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock's future price. To deal with the volatility and dependence of stock returns, this book provides procedures of combining a copula with a GARCH model. Using the copula-GARCH approach that describes the tail dependences of stock returns, we carry out Monte Carlo simulations to predict a company's movements in the stock market. The procedures are illustrated in two technology stocks, Apple and Samsung. 60 pp. Englisch. Codice articolo 9783659233579
Quantità: 2 disponibili
Immagini fornite dal venditore
Forecasting Stock Returns using a Copula-GARCH model
Editore:
LAP Lambert Academic Publishing, 2017
ISBN 10: 3659233579
ISBN 13: 9783659233579
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock's future price. To deal with the volatility and dependence of stock returns, this book provides procedures of combining a copula with a GARCH model. Using the copula-GARCH approach that describes the tail dependences of stock returns, we carry out Monte Carlo simulations to predict a company's movements in the stock market. The procedures are illustrated in two technology stocks, Apple and Samsung. Codice articolo 9783659233579
Quantità: 1 disponibili
Immagini fornite dal venditore
Forecasting Stock Returns using a Copula-GARCH model
Editore:
LAP Lambert Academic Publishing Nov 2017, 2017
ISBN 10: 3659233579
ISBN 13: 9783659233579
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware -Investigating dependence structures of stocks that are related to one another should be an important consideration in managing a stock portfolio, among other investment strategies. To capture various dependence features, we employ copula. Financial time series data is typically characterized by volatility clustering of returns that influences an estimate of a stock¿s future price. To deal with the volatility and dependence of stock returns, this book provides procedures of combining a copula with a GARCH model. Using the copula-GARCH approach that describes the tail dependences of stock returns, we carry out Monte Carlo simulations to predict a company¿s movements in the stock market. The procedures are illustrated in two technology stocks, Apple and Samsung.Books on Demand GmbH, Überseering 33, 22297 Hamburg 60 pp. Englisch. Codice articolo 9783659233579
Quantità: 2 disponibili
Foto dell'editore
Forecasting Stock Returns using a Copula-GARCH model
Editore:
LAP LAMBERT Academic Publishing, 2017
ISBN 10: 3659233579
ISBN 13: 9783659233579
Nuovo
Paperback
Da: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Brand New. 60 pages. 8.66x5.91x0.14 inches. In Stock. Codice articolo 3659233579
Quantità: 1 disponibili