Hrad thomas (6 risultati)
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 58,60
EUR 11,70 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Brand New. 80 pages. 8.66x5.91x0.19 inches. In Stock.
- Brossura
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 27,15
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
- Brossura
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 28,70
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Dynamics of exchange rate changes | Bayesian forecasting with dynamic linear models | Thomas Hrad | Taschenbuch | 80 S. | Englisch | 2015 | AV Akademikerverlag | EAN 9783639627831 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anb…ieter: preigu.
- 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 31,95
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 -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a s…tatic first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a. 80 pp. Englisch.
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 31,95
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a stati…c first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 80 pp. Englisch.
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- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 31,95
EUR 60,69 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static… first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.
