Coverart for item
The Resource Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori

Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori

Label
Empirical techniques in finance
Title
Empirical techniques in finance
Statement of responsibility
Ramaprasad Bhar, Shigeyuki Hamori
Creator
Contributor
Subject
Language
eng
Summary
This book offers advanced modelling techniques to analyse financial and economic systems, emphasizing model implementation using commonly used software systems. It shows readers how to explore complex structures without getting inundated with the underlying mathematics
Member of
Is part of
Cataloging source
COO
http://library.link/vocab/creatorName
Bhar, Ramaprasad
Dewey number
332/.01/51
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HG106
LC item number
.B43 2005
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1959-
http://library.link/vocab/relatedWorkOrContributorName
Hamori, Shigeyuki
Series statement
Springer finance
http://library.link/vocab/subjectName
  • Finance
  • Investments
  • BUSINESS & ECONOMICS
  • Investments
  • Financiering
  • Econometrische modellen
  • Finance
  • Affaires
  • Science économique
  • Economie de l'entreprise
  • Finance
  • Investments
  • Financiering
  • Econometrische modellen
Label
Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction; Basic Probability Theory and Markov Chains; Estimation Techniques; Non-Parametric Method of Estimation; Unit Root, Cointegration and Related Issues; VAR Modeling; Time Varying Volatility Models; State-Space Models (I); State-Space Models (II); Discrete Time Real Asset Valuation Model; Discrete Time Model of Interest Rate; Global Bubbles in Stock Markets and Linkages; Forward FX Market and the Risk Premium; Equity Risk Premia from Derivative Prices
Control code
65543200
Dimensions
unknown
Extent
1 online resource (xii, 241 pages)
Form of item
online
Isbn
9783540251231
Lccn
2005924539
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/3-540-27642-4
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-25123-1
Specific material designation
remote
System control number
(OCoLC)65543200
Label
Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction; Basic Probability Theory and Markov Chains; Estimation Techniques; Non-Parametric Method of Estimation; Unit Root, Cointegration and Related Issues; VAR Modeling; Time Varying Volatility Models; State-Space Models (I); State-Space Models (II); Discrete Time Real Asset Valuation Model; Discrete Time Model of Interest Rate; Global Bubbles in Stock Markets and Linkages; Forward FX Market and the Risk Premium; Equity Risk Premia from Derivative Prices
Control code
65543200
Dimensions
unknown
Extent
1 online resource (xii, 241 pages)
Form of item
online
Isbn
9783540251231
Lccn
2005924539
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/3-540-27642-4
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-25123-1
Specific material designation
remote
System control number
(OCoLC)65543200

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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