Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 115,12
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Da: California Books, Miami, FL, U.S.A.
EUR 117,48
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 115,60
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 115,59
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Aggiungi al carrelloCondizione: New.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 192.
Lingua: Inglese
Editore: Kluwer Academic Publishers, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 132,90
Quantità: 15 disponibili
Aggiungi al carrelloCondizione: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . .
Lingua: Inglese
Editore: Kluwer Academic Publishers, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Da: Kennys Bookstore, Olney, MD, U.S.A.
Condizione: New. Offers a non-technical introduction to the question of modeling with time-varying parameters. This book presents a number of tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. It shows how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 188 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 159 x 17. Weight in Grams: 428. . 1995. Hardback. . . . . Books ship from the US and Ireland.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 114,36
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 186,12
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 176,59
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. Like New. book.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 208,64
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer Netherlands Nov 1995, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 106,99
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients. 192 pp. Englisch.
Da: moluna, Greven, Germania
EUR 92,27
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the b.
Da: Majestic Books, Hounslow, Regno Unito
EUR 145,86
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 192 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 146,75
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 192.
Da: preigu, Osnabrück, Germania
EUR 95,70
Quantità: 5 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. The Kalman Filter in Finance | C. Wells | Buch | xvi | Englisch | 1995 | Springer | EAN 9780792337713 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
Lingua: Inglese
Editore: Springer, Springer Nov 1995, 1995
ISBN 10: 0792337719 ISBN 13: 9780792337713
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 106,99
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance.Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 192 pp. Englisch.