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Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro
Soft Cover. Condizione: new.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Libro
Condizione: New.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: New.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Antiquariat Bookfarm, Löbnitz, Germania
Libro
Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. MIa 589 3540189661 Sprache: Englisch Gewicht in Gramm: 550.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Ria Christie Collections, Uxbridge, Regno Unito
Libro Print on Demand
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Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 160.
Editore: Springer-Verlag, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Revaluation Books, Exeter, Regno Unito
Libro
Paperback. Condizione: Brand New. 150 pages. 9.61x6.69x0.37 inches. In Stock.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Majestic Books, Hounslow, Regno Unito
Libro Print on Demand
Condizione: New. Print on Demand pp. 160 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro
Condizione: New. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 150 pages, biography. BIC Classification: KCA; KCL. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 8. Weight in Grams: 288. . 1988. Softcover reprint of the original 1st ed. 1988. Paperback. . . . .
Editore: Springer Berlin Heidelberg, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a 'naive' random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2.
Editore: Springer Berlin Heidelberg, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: moluna, Greven, Germania
Libro Print on Demand
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a naive random walk model distinctly dominated received the.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: Kennys Bookstore, Olney, MD, U.S.A.
Libro
Condizione: New. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 150 pages, biography. BIC Classification: KCA; KCL. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 8. Weight in Grams: 288. . 1988. Softcover reprint of the original 1st ed. 1988. Paperback. . . . . Books ship from the US and Ireland.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: ALLBOOKS1, Salisbury Plain, SA, Australia
Libro
Editore: Springer Berlin Heidelberg Mrz 1988, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Structural exchange rate modeling has proven extremely difficult during the recent post-1973 float. The disappointment climaxed with the papers of Meese and Rogoff (1983a, 1983b), who showed that a 'naive' random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods. The Meese-Rogoff finding does not mean that exchange rates evolve as random walks; rather it simply means that the random walk is a better stochastic approximation than any of their other candidate models. In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation). This result is consistent with efficient asset markets, and provides an explanation for the Meese-Rogoff results. Far more subtle forces are at work, however, which lead to interesting econometric problems and have implications for the measurement of exchange rate volatility and moment structure. It is shown that all exchange rates display substantial conditional heteroskedasticity. A particularly reasonable parameterization of this conditional heteroskedasticity, which captures the observed clustering of prediction error variances, is developed in Chapter 2. 160 pp. Englisch.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: dsmbooks, Liverpool, Regno Unito
Libro
Paperback. Condizione: Like New. Like New. book.
Editore: Springer, 1988
ISBN 10: 3540189661ISBN 13: 9783540189664
Da: GreatBookPrices, Columbia, MD, U.S.A.
Libro
Condizione: As New. Unread book in perfect condition.