標題: Titlebook: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration; Greg N. Gregoriou (Professor of Financ [打印本頁] 作者: HBA1C 時間: 2025-3-21 17:09
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影響因子(影響力)
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration影響因子(影響力)學科排名
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration網(wǎng)絡(luò)公開度
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration網(wǎng)絡(luò)公開度學科排名
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引頻次
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration被引頻次學科排名
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration年度引用學科排名
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration讀者反饋
書目名稱Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration讀者反饋學科排名
作者: Resign 時間: 2025-3-21 20:23 作者: Conflagration 時間: 2025-3-22 00:38 作者: AVANT 時間: 2025-3-22 07:23
Book 2011This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.作者: 連鎖,連串 時間: 2025-3-22 11:07
https://doi.org/10.1057/9780230295216cointegration; dynamics; econometrics; integration; modeling; volatility作者: 高度 時間: 2025-3-22 16:27
ny to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize the northwest region. .The Western Australian story is overwhelmingly the story of the spread of market capitalism, a narrative which is at the foundation of modern western world economy and culture. Due to th作者: excursion 時間: 2025-3-22 20:25 作者: Arresting 時間: 2025-3-22 22:40 作者: 范例 時間: 2025-3-23 03:10 作者: Immortal 時間: 2025-3-23 08:59
Thomas C. Chiang,Zhuo Qiao,Wing-Keung Wongcal archaeological data.In-depth case studies of two settlem.The area claimed by the British Empire as Western Australia was primarily colonized through two major thrusts: the development of the Swan River Colony to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize作者: 忙碌 時間: 2025-3-23 11:14 作者: 船員 時間: 2025-3-23 14:09
Christian Gourieroux,Joann Jasiakto help readers visualize and design their own projects.New This manual pulls together—and illustrates with interesting case studies—the variety of specialized and generalized archaeological research strategies that yield new insights into science. Throughout the book there are templates, consisting作者: 排他 時間: 2025-3-23 21:09
Dean Fantazzinito help readers visualize and design their own projects.New This manual pulls together—and illustrates with interesting case studies—the variety of specialized and generalized archaeological research strategies that yield new insights into science. Throughout the book there are templates, consisting作者: 租約 時間: 2025-3-24 01:44 作者: 耕種 時間: 2025-3-24 04:52 作者: BOLUS 時間: 2025-3-24 06:42
Jack Penm,R. D. Terrellto help readers visualize and design their own projects.New This manual pulls together—and illustrates with interesting case studies—the variety of specialized and generalized archaeological research strategies that yield new insights into science. Throughout the book there are templates, consisting作者: NAIVE 時間: 2025-3-24 14:21 作者: 中國紀念碑 時間: 2025-3-24 18:15
to help readers visualize and design their own projects.New This manual pulls together—and illustrates with interesting case studies—the variety of specialized and generalized archaeological research strategies that yield new insights into science. Throughout the book there are templates, consisting作者: 象形文字 時間: 2025-3-24 21:37 作者: 鞭子 時間: 2025-3-25 00:23
Markov Switching Mean-Variance Frontier Dynamics: Theory and International Evidence the seminal work by Hamilton (1989) in macroeconomics and by Turner et al. (1989) in financial economics on the presence of Markov regimes in many important time series, including asset returns. This chapter provides a short primer to the structure, estimation issues, and potential applications ofm作者: 極大痛苦 時間: 2025-3-25 04:25 作者: 鴕鳥 時間: 2025-3-25 08:08
Nonlinear Persistence and Copersistencenonlinear comovements were unveiled, such as the Phillips curve, and the purchasing power parity. In contrast, the econometric analysis of long-term relationships is much more recent, and has been conducted mainly in the linear framework. This is the case of the cointegration theory for nonstationar作者: insurrection 時間: 2025-3-25 13:42 作者: 遺傳 時間: 2025-3-25 18:15
An Explanation for Persistence in Share Prices and their Associated Returns of returns, could be described by a fractionally integrated process. Inparticular, Bond andDyson (2007) looked at the time domain behavior of individual share price series and found that there was strong evidence that many of the main shares in the Financial Times Stock Exchange 100 Share index (FT作者: CUMB 時間: 2025-3-25 21:20
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data, investors, fund managers and policymakers as it is central to asset pricing, risk management and policy transmission. Indeed, most of these financial decisions are actually made in an international context and based mechanically on the knowledge of the risk-return trade-off that in turn depends la作者: 沐浴 時間: 2025-3-26 01:08 作者: 使厭惡 時間: 2025-3-26 06:08 作者: cliche 時間: 2025-3-26 11:47 作者: Cirrhosis 時間: 2025-3-26 12:43
Nonlinear Persistence and Copersistencee, 1992; Engle and Kozicki, 1993; Kugler and Neusser, 1993). Under both approaches, the dynamics of the time series of interest (i.e. VAR model) as well as their long-term relationships are assumed to be linear.作者: rheumatism 時間: 2025-3-26 19:40
An Explanation for Persistence in Share Prices and their Associated Returnsong-memory and that investors might possibly gain from modeling the time series behavior of the shares. Bond and Dyson (2007), using recent developments in non-linear modeling did, however, raise the possibility that the observed behavior could in some cases be due non-linearities in the series.作者: Lumbar-Spine 時間: 2025-3-26 22:54 作者: Microaneurysm 時間: 2025-3-27 02:27 作者: 喪失 時間: 2025-3-27 09:01
Fractionally Integrated Models for Volatility: A Reviewesulting from an I(1) process. In this regard, many empirical studies have showed the extreme degree of persistence of shocks to the conditional variance process. Therefore, fractionally integrated models allow for a proper modelling of the long-run dependencies in the modelling of the conditional variance.作者: Irremediable 時間: 2025-3-27 12:02
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Datahe Mexican debt crisis in 1994–1995, the Asian financial crisis in 1997, the Internet bubble collapse in 2000, and more recently the current global financial crisis in 2007–2009) contributes to further encourage reflections on the cross-market linkages.作者: parallelism 時間: 2025-3-27 16:51 作者: palette 時間: 2025-3-27 20:08 作者: PAD416 時間: 2025-3-28 00:34 作者: 不愛防注射 時間: 2025-3-28 02:20
Dean Fantazziniications, Part III presents lengthy case studies that feature the use of historical and archaeological evidence in the study of scientific activities.978-3-319-03274-0978-3-319-00077-0Series ISSN 1571-5752 作者: 收養(yǎng) 時間: 2025-3-28 07:15 作者: CANE 時間: 2025-3-28 10:24
Mohamed El Hedi Arouri,Fredj Jawadi,Wael Louhichi,Duc Khuong Nguyenications, Part III presents lengthy case studies that feature the use of historical and archaeological evidence in the study of scientific activities.978-3-319-03274-0978-3-319-00077-0Series ISSN 1571-5752 作者: Custodian 時間: 2025-3-28 16:01 作者: 吞吞吐吐 時間: 2025-3-28 19:03 作者: verdict 時間: 2025-3-29 02:30
ications, Part III presents lengthy case studies that feature the use of historical and archaeological evidence in the study of scientific activities.978-3-319-03274-0978-3-319-00077-0Series ISSN 1571-5752 作者: 注射器 時間: 2025-3-29 03:15
