Diane pierret (5 risultati)
Econometrics, Finance, and Time Series Analysis
Taniguchi, Masanobu; Pierret, Diane; Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam; Xue, Yujie
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 84,74
EUR 3,42 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New.
Econometrics, Finance, and Time Series Analysis
Taniguchi, Masanobu; Pierret, Diane; Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam; Xue, Yujie
- Brossura
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 84,71
EUR 7,60 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New.
Econometrics, Finance, and Time Series Analysis
Taniguchi, Masanobu; Pierret, Diane; Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam; Xue, Yujie
- Brossura
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 87,61
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New.
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is…efficient and robust, and leads to a new perspective. A measure of systemic risk is also developed in the energy market,which quantifies the cost of energy asset distress vis-à-vis the broader economy during crises, and examines the dynamic interaction between solvency and funding liquidity risk in banks using a panel vector autoregressive (VAR) model. This step shows that a forward-looking measure of capital shortfall under stress is both a predictor and an outcome of funding liquidity risk. Additionally, a new integrated likelihood-based approach for estimating nonlinear panel data models is described. Unlike existing integrated likelihoods, the new integrated likelihood is closer to a genuine likelihood. The book explains why this is due to first-order information unbiasedness, and why it seems to matter more for inference than for estimation. Results of studies in econometrics are provided for support. 124 pp. Englisch.
Econometrics, Finance, and Time Series Analysis
Taniguchi, Masanobu; Pierret, Diane; Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam; Xue, Yujie
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 48,37
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt.
