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Books in Decision sciences applications

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61-63 of 63 results in All results

Modelling Stock Market Volatility

  • 1st Edition
  • November 4, 1996
  • Peter H. Rossi
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 1 1 8 7 - 0
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes. This work will lead to a rapid growth in their empirical application as they are increasingly subjected to routine specification testing.

Handbook of Econometrics

  • 1st Edition
  • Volume 2
  • November 1, 1984
  • Z. Griliches + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 6 - 3
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

Handbook of Econometrics

  • 1st Edition
  • Volume 1
  • November 1, 1983
  • M.D. Intriligator + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 5 - 6
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

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