Time Series Models: in Econometrics, Finance Other Fields (Chapman & Hall/Crc Monographs on Statistics & Applied Probability) (Monographs on Statistics Applied Probability)
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1
Time Series Models: In Econometrics, Finance and Other Fields
EN PB NWISBN: 9780412729300 bzw. 041272930X, in Englisch, Springer Netherlands Springer Us Springer, Taschenbuch, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
This volume consists of the revised versions of the main papers given at the second Seminaire Europeen de Statistique on 'Likelihood, Time Series, with Econometrics and Other Applications', held at Nuffield College, Oxford from 13-17 December 1994. The aim ofthe Seminaire Europeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of current major focus. Accordingly, as in the book based on the first seminar in the series, 'Networks and Chaos - Statistical and Probabilistic Aspects' , the papers in this volume have a tutorial character. In the present Seminaire about 35 young statisticians from ten European countries participated. Nearly all participants gave short presentations about their recent work these, while of high quality, are not reproduced here. The paper by N. G. Shephard reviews and extends work on a class of nonlinear time series models widely used in econometrics and of potential interest in other fields. S. Johansen gives a widely accessible account of cointegration, an important notion in the interpretation of multivariate nonstationary time series. M. P. Clements and D. F. Hendry give a general discussion of the statistics of forecasting errors. These three papers draw their motivation directly from econometrics. By contrast, N. Laird discusses methods developed in a biostatistical context for the analysis of short time series. Finally, B. A. Jensen and J. A.Softcover reprint of the original 1st ed. 1996. 1996. xiv, 225 S. 49 SW-Abb.,. 216 mmVersandfertig in 6-10 Tagen, Softcover, Neuware.
Von Händler/Antiquariat, buecher.de GmbH & Co. KG, [1].
This volume consists of the revised versions of the main papers given at the second Seminaire Europeen de Statistique on 'Likelihood, Time Series, with Econometrics and Other Applications', held at Nuffield College, Oxford from 13-17 December 1994. The aim ofthe Seminaire Europeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of current major focus. Accordingly, as in the book based on the first seminar in the series, 'Networks and Chaos - Statistical and Probabilistic Aspects' , the papers in this volume have a tutorial character. In the present Seminaire about 35 young statisticians from ten European countries participated. Nearly all participants gave short presentations about their recent work these, while of high quality, are not reproduced here. The paper by N. G. Shephard reviews and extends work on a class of nonlinear time series models widely used in econometrics and of potential interest in other fields. S. Johansen gives a widely accessible account of cointegration, an important notion in the interpretation of multivariate nonstationary time series. M. P. Clements and D. F. Hendry give a general discussion of the statistics of forecasting errors. These three papers draw their motivation directly from econometrics. By contrast, N. Laird discusses methods developed in a biostatistical context for the analysis of short time series. Finally, B. A. Jensen and J. A.Softcover reprint of the original 1st ed. 1996. 1996. xiv, 225 S. 49 SW-Abb.,. 216 mmVersandfertig in 6-10 Tagen, Softcover, Neuware.
2
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) (1996)
EN HC NWISBN: 9780412729300 bzw. 041272930X, in Englisch, 240 Seiten, Chapman and Hall/CRC, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, BOOKS etc. _.
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader. Hardcover, Ausgabe: Softcover reprint of the original 1st ed. 1996, Label: Chapman and Hall/CRC, Chapman and Hall/CRC, Produktgruppe: Book, Publiziert: 1996-05-15, Freigegeben: 1996-01-01, Studio: Chapman and Hall/CRC, Verkaufsrang: 6777121.
Von Händler/Antiquariat, BOOKS etc. _.
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader. Hardcover, Ausgabe: Softcover reprint of the original 1st ed. 1996, Label: Chapman and Hall/CRC, Chapman and Hall/CRC, Produktgruppe: Book, Publiziert: 1996-05-15, Freigegeben: 1996-01-01, Studio: Chapman and Hall/CRC, Verkaufsrang: 6777121.
3
Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) (1996)
EN HC USISBN: 9780412729300 bzw. 041272930X, in Englisch, 240 Seiten, Chapman and Hall/CRC, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, Goodwill Southern California.
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader. Hardcover, Ausgabe: Softcover reprint of the original 1st ed. 1996, Label: Chapman and Hall/CRC, Chapman and Hall/CRC, Produktgruppe: Book, Publiziert: 1996-05-15, Freigegeben: 1996-01-01, Studio: Chapman and Hall/CRC, Verkaufsrang: 6777121.
Von Händler/Antiquariat, Goodwill Southern California.
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader. Hardcover, Ausgabe: Softcover reprint of the original 1st ed. 1996, Label: Chapman and Hall/CRC, Chapman and Hall/CRC, Produktgruppe: Book, Publiziert: 1996-05-15, Freigegeben: 1996-01-01, Studio: Chapman and Hall/CRC, Verkaufsrang: 6777121.
4
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Time Series Models: in Econometrics, Finance and Other Fields (Chapman & Hall/Crc Monographs on Statistics & Applied Probability) (Monographs on Statistics and Applied Probability) (1996)
EN HC USISBN: 9780412729300 bzw. 041272930X, in Englisch, Springer, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, zzgl. Versandkosten, Verandgebiet: EUR.
Von Händler/Antiquariat, Bookbarn International, Somerset, Bristol, [RE:5].
Ships from the UK within 24 hours. Your purchase supports authors through the Book Author Resale Right. No Dustjacket. Hardcover, Softcover reprint O.
Von Händler/Antiquariat, Bookbarn International, Somerset, Bristol, [RE:5].
Ships from the UK within 24 hours. Your purchase supports authors through the Book Author Resale Right. No Dustjacket. Hardcover, Softcover reprint O.
5
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Time Series Models in Econometrics, Finance and Other Fields (1996)
EN PB US FEISBN: 9780412729300 bzw. 041272930X, in Englisch, Chapman & Hall, London, Taschenbuch, gebraucht, Erstausgabe.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, Verandgebiet: DOM.
Von Händler/Antiquariat, Robert S Brooks Bookseller, WI, Bristol, [RE:5].
Hard Cover, 1st UK Edition 1st Printing.
Von Händler/Antiquariat, Robert S Brooks Bookseller, WI, Bristol, [RE:5].
Hard Cover, 1st UK Edition 1st Printing.
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