Da: BoundlessBookstore, Wallingford, Regno Unito
EUR 39,20
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Aggiungi al carrelloCondizione: As New. Unread hardcover with some scuffs/bumps to spine & corners.
EUR 42,98
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Aggiungi al carrelloCondizione: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. | Seiten: 808 | Sprache: Englisch | Produktart: Bücher.
Editore: Elsevier Science 2009-10-19, 2009
ISBN 10: 044450897X ISBN 13: 9780444508973
Lingua: Inglese
Da: Chiron Media, Wallingford, Regno Unito
EUR 124,20
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Aggiungi al carrelloHardcover. Condizione: New.
EUR 143,38
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 808 pages. 9.40x7.80x1.50 inches. In Stock.
Da: Trendbee UG (haftungsbeschränkt), Erding, Germania
EUR 45,98
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Aggiungi al carrelloTaschenbuch. Condizione: Sehr gut. 808 Seiten; Der Artikel ist in einem sehr guten Zustand und wurde nach den Trendbee-Qualitätssicherungsstandards umfassend geprüft. EBE-0011-10-04-2021 Sprache: Englisch Gewicht in Gramm: 1680.
Da: BennettBooksLtd, North Las Vegas, NV, U.S.A.
EUR 211,47
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Aggiungi al carrelloHardcover. Condizione: New. In shrink wrap. Looks like an interesting title!
Da: Revaluation Books, Exeter, Regno Unito
EUR 221,94
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Aggiungi al carrelloPaperback. Condizione: Brand New. 808 pages. 9.25x7.50x1.82 inches. In Stock.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 169,98
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research-from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections.