Memmo - AI-verktyg och digital kurslitteratur

STATISTICS & FINANCE: AN INTERFACE

af Tong Howell A M, Chan Wai-sum, Li Wai Keung

Udgivelsesdato: 2000

Sider: 396

ISBN: 1848160151

Forlag: World Scientific Publishing Company

Kategori: Redovisning, Finans & Investering

Om bogen - STATISTICS & FINANCE: AN INTERFACE

Contents:

Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)
Nonlinear State Space Model Approach to Financial Time Series with Time-Varying Variance (G Kitagawa & S Sato)
Nonparametric Estimation and Bootstrap for Financial Time Series (J-P Kreiβ)
A Note on Kernel Estimation in Integrated Time Series (Y-C Xia et al.)
Stylized Facts on the Temporal and Distributional Properties of Absolute Returns: An Update (C W J Granger et al.)
Volatility Computed by Time Series Operators at High Frequency (U A Müller)
Missing Values in ARFIMA Models (W Palma)
Second Order Tail Effects (C G de Vries)
Bayesian Estimation of Stochastic Volatility Model via Scale Mixtures Distributions (S T B Choy & C M Chan)
On a Smooth Transition Double Threshold Model (Y N Lee & W K Li)
Interval Prediction of Financial Time Series (B Cheng & H Tong)
A Decision Theoretic Approach to Forecast Evaluation (C W J Granger & M H Pesaran)
Portfolio Management and Market Risk Quantification Using Neural Networks (J Franke)
Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets (X B Zhang et al.)
and other papers

Readership: Researchers in finance, time series analysis, economics and actuarial science, as well as investment bankers, stock market analysts and risk managers.

Lej eller køb din lærebog

0

Betal med Klarna

14 dages fortrydelsesret

Før Memmo var mine noter spredt ud over PDF'er. Nu samler et workspace alt ét sted – og jeg ser præcis, hvad der er tilbage at læse op på.

Memmos opsummeringer er guld inden eksamen. Jeg slipper for at genlæse 800 sider to uger før – kun de vigtigste dele.

AI-chatten har reddet mig aftenen før en eksamen mere end én gang. Jeg spørger, indtil jeg forstår det – og slipper for at vente på svar i en studiegruppe.