Applications of State Space Models in Finance : An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
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| Preise | 2016 | 2018 | 2019 |
|---|---|---|---|
| Schnitt | € 98,59 | € 0,00 | € 10,40 |
| Nachfrage |
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Symbolbild
Applications of State Space Models in Finance
EN NW EB
ISBN: 9783941875227 bzw. 3941875221, in Englisch, 202 Seiten, Universitätsverlag Göttingen, neu, E-Book.
Versandkostenfrei, Download, kostenloses E-Book.
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the context of widely used concepts in finance.The presented material will be useful for financial economists and practitioners who are interested in taking time-variation in the relationship between financial assets and key economic factors explicitly into account. The empirical part illustrates the application of the various methods under consideration. As a distinctive feature, it includes a comprehensive analysis of the ability of time-varying coefficient models to estimate and predict the conditional nature of systematic risks for European industry portfolios.
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the context of widely used concepts in finance.The presented material will be useful for financial economists and practitioners who are interested in taking time-variation in the relationship between financial assets and key economic factors explicitly into account. The empirical part illustrates the application of the various methods under consideration. As a distinctive feature, it includes a comprehensive analysis of the ability of time-varying coefficient models to estimate and predict the conditional nature of systematic risks for European industry portfolios.
2
Gebr. Applications of State Space Models in Finance : An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals an (2010)
DE PB USISBN: 9783941875227 bzw. 3941875221, in Deutsch, Taschenbuch, gebraucht.
Lieferung aus: Deutschland, Versandkostenfrei ab einem Warenkorbwert von 10€, 1-3 Tage.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
3
Applications of State Space Models in Finance : An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios (2010)
EN PB USISBN: 9783941875227 bzw. 3941875221, in Englisch, 202 Seiten, Universitätsverlag Göttingen, Taschenbuch, gebraucht.
Lieferung aus: Deutschland, Versandfertig in 1 - 2 Werktagen, Tatsächliche Versandkosten können abweichen.
Von Händler/Antiquariat, MEDIMOPS.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, MEDIMOPS.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Applications of State Space Models in Finance : An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
DE PB NWISBN: 9783941875227 bzw. 3941875221, in Deutsch, Universitätsverlag Göttingen, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland.
Von Händler/Antiquariat, InternetBuchhandlung A. Bell, [3194875].
Taschenbuch, Neuware, Internationaler Versand, PayPal, Banküberweisung.
Von Händler/Antiquariat, InternetBuchhandlung A. Bell, [3194875].
Taschenbuch, Neuware, Internationaler Versand, PayPal, Banküberweisung.
5
Symbolbild
Applications of State Space Models in Finance : An Empirical Analysis of the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
DEISBN: 9783941875227 bzw. 3941875221, in Deutsch.
Von Händler/Antiquariat, medimops [55410863], Berlin, Germany.
408 Gramm.
408 Gramm.
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