Ergebnisse für: ARCH Models
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ARCH Models for Financial Applications provides background on the theory of ARCH models, with a focus on practical implementation via applications to real data and examples worked with econometrics packages. The interactional exposition of the ARCH theory, and its implementation in practice that the...
Autoregressive Conditional Heteroskedastic (ARCH) processes areused in finance to model asset price volatility over time. Thisbook introduces both the theory and applications of ARCH models andprovides the basic theoretical and empirical background, beforeproceeding to more advanced issues and appli...
This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR mod...
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting th...
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous...
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous...
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statistics introduces tools and methods important for both finance and accounting th...
This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR mod...
This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR mod...
The annual International Conference "Actual Problems of Engineering Mechanics" (APEM 2024) was held online for the tenth time on June 5-7, 2024, Odesa, Ukraine. The conference was organized by the Odesa State Academy of Civil Engineering and Architecture (Ukraine, Odesa). Colleagues from the Nationa...
The annual International Conference "Actual Problems of Engineering Mechanics" (APEM 2024) was held online for the tenth time on June 5-7, 2024, Odesa, Ukraine. The conference was organized by the Odesa State Academy of Civil Engineering and Architecture (Ukraine, Odesa). Colleagues from the Nationa...