Gespeichert in:
| Titel: | Nonlinear financial econometrics forecasting models, computational and Bayesian models |
|---|---|
| Von: |
ed. by Greg N. Gregoriou ...
|
| Person: |
Gregoriou, Greg N.
1956- |
| Weitere beteiligte Personen: | |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Basingstoke [u.a.]
Palgrave Macmillan
2011
|
| Ausgabe: | 1. publ. |
| Notation: | QH 330 |
| Schlagwörter: | |
| Medienzugang: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021133878&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XXIII, 195 S. graph. Darst. |
| ISBN: | 9780230283657 |
Internformat
MARC
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| 245 | 1 | 0 | |a Nonlinear financial econometrics |b forecasting models, computational and Bayesian models |c ed. by Greg N. Gregoriou ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Basingstoke [u.a.] |b Palgrave Macmillan |c 2011 | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-021133878 | |
Datensatz im Suchindex
| DE-BY-UBR_call_number | 40/QH 330 G821 N8 |
|---|---|
| DE-BY-UBR_katkey | 4748444 |
| DE-BY-UBR_location | UB Lesesaal Wirtschaft |
| DE-BY-UBR_media_number | 069038864628 |
| _version_ | 1835079978621861888 |
| adam_text | Contents
List
of Tables
vii
List of Figures x
Acknowledgments
xi
About the Editors
xii
Notes on Contributors
xiii
Chapter Abstracts
xix
Part I Forecasting Models
1
The Yield of Constant Maturity 10-Year US Treasury Notes:
Stumbling Toward an Accurate Forecast
3
Rafael
Weißbach,
Władysław Poniatowski,
and
Guido
Zimmermann
2
Estimating the Arbitrage Pricing Theory Factor Sensitivities
Using Quantile Regression
18
Zeno
Adams, Roland Fuss,
Philipp
Grüber,
Ulrich
Hommel, and
Holger Wohlenberg
3
Financial
Risk Forecasting with Non-Stationarity
28
Humphrey
K. K.
Tung and Michael
C. S.
Wong
4
International Portfolio Choice: A Spanning Approach
51
Ben 71ms and Ronald Mahieu
5
Quantification of Risk and Return for Portfolio
Optimization: A Comparison of Forecasting Models
74
Nikos S. Thomaidis,
Efíhimios
I. Roumpis, and
Vassilios
N.
Karavas
6
Hedging Effectiveness in the Index Futures Market
97
Laurence Copeland and Yanhui Zhu
vi
Contents
Part II Computational and Bayesian Methods
7
A Bayesian Framework for Explaining the Rate Spread on
Corporate Bonds
117
Oussama Chakroun and Ramzi
Ben-Abdallah
8
GARCH, Outliers, and Forecasting Volatility
136
Philip Hans
Frånses
and Dick van
Dijk
9
Is There a Relation between Discrete-Time GARCH and
Continuous-Time Diffusion Models?
160
Turan G.
Bali
10
The Recursions of Subset VECM/State-Space Models and
Their Applications to Nonlinear Relationships of Nickel
Price Formation in Conditions of Climate Change
176
Jack Penm and R. D. Terrell
Index
193
|
| any_adam_object | 1 |
| author2 | Gregoriou, Greg N. 1956- |
| author2_role | edt |
| author2_variant | g n g gn gng |
| author_GND | (DE-588)132185016 |
| author_facet | Gregoriou, Greg N. 1956- |
| building | Verbundindex |
| bvnumber | BV037219976 |
| classification_rvk | QH 330 |
| ctrlnum | (OCoLC)711812398 (DE-599)BVBBV037219976 |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV037219976 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T14:46:57Z |
| institution | BVB |
| isbn | 9780230283657 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021133878 |
| oclc_num | 711812398 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-11 DE-384 DE-521 |
| owner_facet | DE-355 DE-BY-UBR DE-11 DE-384 DE-521 |
| physical | XXIII, 195 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| spellingShingle | Nonlinear financial econometrics forecasting models, computational and Bayesian models Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4073788-3 (DE-588)4132280-0 (DE-588)4143413-4 |
| title | Nonlinear financial econometrics forecasting models, computational and Bayesian models |
| title_auth | Nonlinear financial econometrics forecasting models, computational and Bayesian models |
| title_exact_search | Nonlinear financial econometrics forecasting models, computational and Bayesian models |
| title_full | Nonlinear financial econometrics forecasting models, computational and Bayesian models ed. by Greg N. Gregoriou ... |
| title_fullStr | Nonlinear financial econometrics forecasting models, computational and Bayesian models ed. by Greg N. Gregoriou ... |
| title_full_unstemmed | Nonlinear financial econometrics forecasting models, computational and Bayesian models ed. by Greg N. Gregoriou ... |
| title_short | Nonlinear financial econometrics |
| title_sort | nonlinear financial econometrics forecasting models computational and bayesian models |
| title_sub | forecasting models, computational and Bayesian models |
| topic | Finanzierung (DE-588)4017182-6 gnd Kreditmarkt (DE-588)4073788-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Finanzierung Kreditmarkt Ökonometrie Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021133878&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT gregoriougregn nonlinearfinancialeconometricsforecastingmodelscomputationalandbayesianmodels |
Inhaltsverzeichnis
UB Lesesaal Wirtschaft
Signatur notieren und vor Ort nutzen oder für zwei Wochen ausleihen| Signatur: | 40 QH 330 G821 N8 |
|---|---|
| Exemplar 1 | entleihbar Vorhanden |