9780198774327 - arch: selected readings (advanced texts in econometrics) di engle, robert f. (32 risultati)
Lingua: Inglese
Editore: New York: Oxford University Press, 1995
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Da: Silicon Valley Fine Books, Sunnyvale, CA, U.S.A.Silicon Valley Fine Books
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Condizione: Very Good. paperback. 403 pages. About very good, a clean copy with a little corner & edge wear.
Lingua: Inglese
Editore: OUP Oxford, 1995
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Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.ThriftBooks-Atlanta
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Paperback. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Paperback. Condizione: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: HPB-Red, Dallas, TX, U.S.A.HPB-Red
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Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
Lingua: Inglese
Editore: Oxford; Oxford University Press; 1995, 1995
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Da: Fine Print Books (ABA), Erskineville, Sydney, NSW, AustraliaFine Print Books (ABA)
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paperback in very good condition, wraps a little creased, text unmarked, binding strong; 403pp.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: My Dead Aunt's Books, Hyattsville, MD, U.S.A.My Dead Aunt's Books
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paperback. Condizione: As New. Pristine copy.
Lingua: Inglese
Editore: Oxford University Press, 1995
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paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Lingua: Inglese
Editore: OUP Oxford 1995-11, 1995
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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PF. Condizione: New.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Oxford University Press, 1999
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 98,77
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Condizione: New. In the early 1980s, R.F. Engle pioneered the econometric technique of auto-regressive conditional heteroskedasticity (ARCH). This collection of essays explores both applied and theoretical ARCH models. Its introduction traces the development of this field of econometrics. Editor(s): Engle, R. F. Series: Advanced… Texts in Econometrics. Num Pages: 422 pages, line figures, tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 238 x 160 x 24. Weight in Grams: 590. . 1999. Illustrated. paperback. . . . .
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.
Lingua: Inglese
Editore: Oxford University Press, GB, 1995
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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Paperback. Condizione: New. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the lat…est developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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EUR 115,83
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Condizione: New. Satisfaction Guaranteed or your money back.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New. In the early 1980s, R.F. Engle pioneered the econometric technique of auto-regressive conditional heteroskedasticity (ARCH). This collection of essays explores both applied and theoretical ARCH models. Its introduction traces the development of this field of econometrics. Editor(s): Engle, R. F. Series: Advanced… Texts in Econometrics. Num Pages: 422 pages, line figures, tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 238 x 160 x 24. Weight in Grams: 590. . 1999. Illustrated. paperback. . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Oxford University Press, GB, 1995
- Brossura
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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Paperback. Condizione: New. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the lat…est developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Oxford University Press, 1995
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PAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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PAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 1995
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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Paperback. Condizione: new. Paperback. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception… to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility andcorrelation:- what model to use- what time intervals to employ - how to model multivariate systems- how to apply the models to price and trade options-how to model volatility spillovers across markets and within the dayFor each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidlyexpanding field of research. A collection of work which brings together readings on ARCH models, both applied and theoretical, half by R.F. Engle, and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Oxford University Press, 1995
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 1995
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Paperback. Condizione: new. Paperback. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception… to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility andcorrelation: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options -how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidlyexpanding field of research. A collection of work which brings together readings on ARCH models, both applied and theoretical, half by R.F. Engle, and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Clarendon Press, 1995
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Condizione: New. Print on Demand pp. 424 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Lingua: Inglese
Editore: Clarendon Press, 1995
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Condizione: New. Print on Demand pp. 424.
Lingua: Inglese
Editore: Oxford University Press, Oxford, 1995
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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Paperback. Condizione: new. Paperback. In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception… to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility andcorrelation:- what model to use- what time intervals to employ - how to model multivariate systems- how to apply the models to price and trade options-how to model volatility spillovers across markets and within the dayFor each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidlyexpanding field of research. A collection of work which brings together readings on ARCH models, both applied and theoretical, half by R.F. Engle, and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: Clarendon Press, 1995
- Brossura
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 424.
