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Books > Business & Economics > Economics > Econometrics

Modelling Extremal Events - for Insurance and Finance (Hardcover, 1st ed. 1997, Corr. 10th printing 2012): Paul Embrechts,... Modelling Extremal Events - for Insurance and Finance (Hardcover, 1st ed. 1997, Corr. 10th printing 2012)
Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch
R1,674 R1,520 Discovery Miles 15 200 Save R154 (9%) Shipped within 7 - 12 working days

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical applications both from a probabilistic as well as from a statistical point of view. Whatever new theory is presented is always motivated by relevant real-life examples. The numerous illustrations and examples, and the extensive bibliography make this book an ideal reference text for students, teachers and users in the industry of extremal event methodology.

Evidence-Based Policy Making in Labor Economics - The Iza World of Labor Guide 2018 (Paperback): Daniel S. Hamermesh, Olga... Evidence-Based Policy Making in Labor Economics - The Iza World of Labor Guide 2018 (Paperback)
Daniel S. Hamermesh, Olga Nottmeyer
R571 R434 Discovery Miles 4 340 Save R137 (24%) Shipped within 7 - 12 working days

Evidence-based Policy Making in Labor Economics distills and condenses the best thinking and research on labor economic issues to enable decision makers make better informed policy decisions. Written by well-known labor economists worldwide, research findings on key policy issues are presented in a compact and readable format, as distillations of comprehensive evidence-based research with concise policy recommendations. Designed to act as a quick reference, this guide brings together summaries of over 100 articles published on IZA World of Labor to give busy policymakers and political advisors worldwide instant access to reliable and up-to-date guidance on key policy topics including: asylum and immigration policy, youth unemployment and life-long learning, innovation, and technological change.

Introductory Statistics for Business and Economics - Theory, Exercises and Solutions (Hardcover, 1st ed. 2017): Jan Uboe Introductory Statistics for Business and Economics - Theory, Exercises and Solutions (Hardcover, 1st ed. 2017)
Jan Uboe
R1,004 R912 Discovery Miles 9 120 Save R92 (9%) Shipped within 7 - 11 working days

This textbook discusses central statistical concepts and their use in business and economics. To endure the hardship of abstract statistical thinking, business and economics students need to see interesting applications at an early stage. Accordingly, the book predominantly focuses on exercises, several of which draw on simple applications of non-linear theory. The main body presents central ideas in a simple, straightforward manner; the exposition is concise, without sacrificing rigor. The book bridges the gap between theory and applications, with most exercises formulated in an economic context. Its simplicity of style makes the book suitable for students at any level, and every chapter starts out with simple problems. Several exercises, however, are more challenging, as they are devoted to the discussion of non-trivial economic problems where statistics plays a central part.

MCSA 70-740 Cert Guide - Installation, Storage, and Compute with Windows Server 2016 (Hardcover): Anthony Sequeira MCSA 70-740 Cert Guide - Installation, Storage, and Compute with Windows Server 2016 (Hardcover)
Anthony Sequeira
R959 R842 Discovery Miles 8 420 Save R117 (12%) Shipped within 7 - 11 working days

Learn, prepare, and practice for MCSA 70-740 exam success with this Cert Guide from Pearson IT Certification, a leader in IT certification. Master MCSA 70-740 exam topics Assess your knowledge with chapter-ending quizzes Review key concepts with exam preparation tasks Practice with realistic exam questions Learn from more than one hour of video lessons MCSA 70-740 Cert Guide is a best-of-breed exam study guide. Leading technology trainer and consultant Anthony Sequeira shares preparation hints and test-taking tips, helping you identify areas of weakness and improve both your conceptual knowledge and hands-on skills. Material is presented in a concise manner, focusing on increasing your understanding and retention of exam topics. The book presents you with an organized test preparation routine through the use of proven series elements and techniques. Exam topic lists make referencing easy. Chapter-ending Exam Preparation Tasks help you drill on key concepts you must know thoroughly. Review questions help you assess your knowledge, and a final preparation chapter guides you through tools and resources to help you craft your final study plan. The companion website contains the powerful Pearson Test Prep practice test software, complete with hundreds of exam-realistic questions. The assessment engine offers you a wealth of customization options and reporting features, laying out a complete assessment of your knowledge to help you focus your study where it is needed most. Well regarded for its level of detail, assessment features, and challenging review questions and exercises, this study guide helps you master the concepts and techniques that will allow you to succeed on the exam the first time. The study guide helps you master all the topics on the MCSA 70-740 exam, including: Windows Server installation in host and compute environments, including Nano Server Storage: configuring disks and volumes, implementing server storage, and data duplication Hyper-V implementation, including VM settings, storage, and networking Windows container deployment and management High availability: HA/DR options, failover clustering, Storage Spaces Direct, VM movement, and network load balancing Server environment maintenance and monitoring Companion Website The website contains two free, complete practice exams and more than one hour of video lessons. Includes Exclusive Offer for 70% Off Premium Edition eBook and Practice Test Pearson Test Prep online system requirements: Browsers: Chrome version 40 and above, Firefox version 35 and above, Safari version 7, Internet Explorer 10, 11, Microsoft Edge, Opera. Devices: Desktop and laptop computers, tablets running on Android and iOS, smartphones with a minimum screen size of 4.7". Internet access required. Pearson Test Prep offline system requirements: Windows 10, Windows 8.1, Windows 7, or Vista (SP2), Microsoft .NET Framework 4.5 Client; Pentium-class 1 GHz processor (or equivalent); 512 MB RAM; 650 MB disk space plus 50 MB for each downloaded practice exam; access to the Internet to register and download exam databases

Pricing and Forecasting Carbon Markets - Models and Empirical Analyses (Hardcover, 1st ed. 2017): Bangzhu Zhu, Julien Chevallier Pricing and Forecasting Carbon Markets - Models and Empirical Analyses (Hardcover, 1st ed. 2017)
Bangzhu Zhu, Julien Chevallier
R2,228 R1,777 Discovery Miles 17 770 Save R451 (20%) Shipped within 7 - 12 working days

This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues. It explores the related issues of pricing and forecasting the carbon market using theoretical models and empirical analyses, demonstrating how the carbon market, as a policy-based artificial market, is complex and influenced by both the market mechanisms and the external heterogeneous environments. By integrating the features of analytical systems, it offers insights to further our scientific understanding of the pricing mechanism and the variable laws governing the carbon market. Moreover, it lays a foundation for dealing with climate change in China and constructing a national carbon market there. Ultimately, it actively contributes to the energy saving and CO2 emission reduction promoted by the carbon market. The carbon market, represented by the European Union Emissions Trading System (EU ETS), is a cost-effective measure for tackling climate change. Furthermore, pricing and forecasting carbon market has been one of the research focuses in the fields of energy and climate change. As a policy tool of the trading mechanism, the carbon market offers a great institutional innovation for coping with climate change. Due to its multiple advantages including saving costs and environment protection, and political feasibility, more and more countries including China have applied the carbon market for carbon dioxide (CO2) emission reduction. Accurately understanding the pricing mechanism and mastering the fluctuating law of carbon market is essential to build a national carbon market for China.

A First Course in Quantitative Finance (Paperback): Thomas Mazzoni A First Course in Quantitative Finance (Paperback)
Thomas Mazzoni
R1,184 R1,046 Discovery Miles 10 460 Save R138 (12%) Shipped within 7 - 12 working days

This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.

World Statistics on Mining and Utilities 2018 (Hardcover): Unido World Statistics on Mining and Utilities 2018 (Hardcover)
Unido
R2,551 Discovery Miles 25 510 Shipped within 7 - 12 working days

World Statistics on Mining and Utilities 2018 provides a unique biennial overview of the role of mining and utility activities in the world economy. This extensive resource from UNIDO provides detailed time series data on the level, structure and growth of international mining and utility activities by country and sector. Country level data is clearly presented on the number of establishments, employment and output of activities such as coal, iron ore and crude petroleum mining as well as the production and supply of electricity, natural gas and water. This unique and comprehensive source of information meets the growing demand of data users who require detailed and reliable statistical information on the primary industry and energy producing sectors. The publication provides internationally comparable data for economic researchers, development strategists and business communities who influence the policy of industrial development and its environmental sustainability.

Advances in Economics and Econometrics 2 Paperback Volume Set - Theory and Applications, Eleventh World Congress (Paperback):... Advances in Economics and Econometrics 2 Paperback Volume Set - Theory and Applications, Eleventh World Congress (Paperback)
Bo Honore, Ariel Pakes, Monika Piazzesi, Larry Samuelson
R1,957 Discovery Miles 19 570 Shipped within 7 - 12 working days

These are the two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. The papers provide state-of-the-art guides to the most important recent research in economics. Written by the leading specialists in their fields, these volumes include surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a wide variety of topics, covering both theory and application. The first volume includes theoretical and applied papers addressing topics such as dynamic mechanism design, agency problems, and networks. The second volume addresses topics such as big data, macroeconomics, financial markets, and partially identified models.

Design and Analysis of Time Series Experiments (Paperback): Richard McCleary, David McDowall, Bradley Bartos Design and Analysis of Time Series Experiments (Paperback)
Richard McCleary, David McDowall, Bradley Bartos
R791 Discovery Miles 7 910 Shipped within 7 - 12 working days

Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Drawing examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, Design and Analysis of Time Series Experiments is addressed to researchers and graduate students in a wide range of behavioral, biomedical and social sciences. Readers learn not only how-to skills but, also the underlying rationales for the design features and the analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality and synthetic control group designs. Building on the earlier of the authors, Design and Analysis of Time Series Experiments includes more recent developments in modeling, and considers design issues in greater detail than any existing work. Additionally, the book appeals to those who want to conduct or interpret time series experiments, as well as to those interested in research designs for causal inference.

Growth and Cycle in the Eurozone (Hardcover, New): Gian Luigi Mazzi, Giovanni Savio Growth and Cycle in the Eurozone (Hardcover, New)
Gian Luigi Mazzi, Giovanni Savio
R2,513 Discovery Miles 25 130 Shipped within 7 - 12 working days

The contributors present theoretical and empirical advances on business cycles analysis with particular attention to Euro-zone characteristics. The book also identifies applications of sophisticated tools by private and public institutions involved in the analysis of economic fluctuations.

Progress in Economics Research - Volume 35 (Hardcover): Albert Tavidze Progress in Economics Research - Volume 35 (Hardcover)
Albert Tavidze
R5,227 R3,486 Discovery Miles 34 860 Save R1,741 (33%) Shipped within 7 - 12 working days

In this next volume of Progress in Economics Research, chapters discuss risk measurement methods in financial investments; the expansion of intellectual property rights and foreign direct investments; the role of process in policy-making in the maritime sector with reference to corporate social responsibility and how issues of flexibility, movement, change, and the increasing speed of these events can be accommodated in a new governance framework that takes account of the changed situation for nation-states; enhanced cooperation and the progressive process of differentiated integration in the European Union and its implications; personal metaphors expressed using a sample of MBA students who are preparing for their future careers as directors; mobilisers' problematising economic inequality in Hong Kong.; and home purchase decisions of the younger generation in Hong Kong.

Statistical yearbook for Asia and the Pacific 2017 - measuring SDG progress in Asia and the Pacific - is there enough data?... Statistical yearbook for Asia and the Pacific 2017 - measuring SDG progress in Asia and the Pacific - is there enough data? (Paperback)
United Nations Economic and Social Commission for Asia and the Pacific
R1,036 R888 Discovery Miles 8 880 Save R148 (14%) Shipped within 7 - 12 working days

The Statistical Yearbook for Asia and the Pacific 2017 is structured as a suite of products comprising at its core a review of SDG data availability in the Asia-Pacific region. Using SDG data from custodian agencies, the report proposes a method to estimate the feasibility of calculating trend over time, or current status, for each indicator for the region, subregions and for selected country groupings. The analysis of current data leads to a series of key messages discussed in the report. Other components of the Statistical Yearbook 2017 are an updated online database with different module to query, compare and visualize data; as well as a set of SDG datasheets for the 58 regional ESCAP member states. The ready-to-print SDG datasheets present latest available data for each country, side-by-side with the Asia-pacific aggregates as comparator.

Foreign-Born STEM Entrepreneurship - Participation & Differences with U.S.-Born Workers (Paperback): Wayne P. Stevens Foreign-Born STEM Entrepreneurship - Participation & Differences with U.S.-Born Workers (Paperback)
Wayne P. Stevens
R1,323 R905 Discovery Miles 9 050 Save R418 (32%) Shipped within 7 - 12 working days

The STEM fields -- science, technology, engineering and mathematics -- are the source of tangible innovations in products and processes that help to spur economic growth. Though many of these advances may occur in established organizations, radical innovation has long been associated with entrepreneurial ventures. Several previous studies have shown that high-growth, high-tech STEM-based businesses in the United States are disproportionately founded by foreign-born scientists and engineers. However, recent data also suggest that immigrants rate of participation in U.S. entrepreneurship is slowing. Policies that support nascent immigrant STEM entrepreneurs may also help to improve U.S. employment rates, economic productivity, and career satisfaction among new Americans and legal permanent residents. This book investigates several explanations for differences in STEM entrepreneurship between college-educated native-born and foreign-born workers. It also explores reasons for differences in entrepreneurial participation among foreign-born workers.

Equity-Linked Life Insurance - Partial Hedging Methods (Hardcover): Alexander Melnikov, Amir Nosrati Equity-Linked Life Insurance - Partial Hedging Methods (Hardcover)
Alexander Melnikov, Amir Nosrati
R1,879 Discovery Miles 18 790 Shipped within 7 - 12 working days

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.

Patient Care under Uncertainty (Hardcover): Charles F. Manski Patient Care under Uncertainty (Hardcover)
Charles F. Manski
R769 R533 Discovery Miles 5 330 Save R236 (31%) Shipped within 7 - 12 working days

How cutting-edge economics can improve decision-making methods for doctors Although uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medicine. Patient Care under Uncertainty strives to correct this glaring omission. Applying the tools of economics to medical decision making, Charles Manski shows how uncertainty influences every stage, from risk analysis to treatment, and how this can be reasonably confronted. In the language of econometrics, uncertainty refers to the inadequacy of available evidence and knowledge to yield accurate information on outcomes. In the context of health care, a common example is a choice between periodic surveillance or aggressive treatment of patients at risk for a potential disease, such as women prone to breast cancer. While these choices make use of data analysis, Manski demonstrates how statistical imprecision and identification problems often undermine clinical research and practice. Reviewing prevailing practices in contemporary medicine, he discusses the controversy regarding whether clinicians should adhere to evidence-based guidelines or exercise their own judgment. He also critiques the wishful extrapolation of research findings from randomized trials to clinical practice. Exploring ways to make more sensible judgments with available data, to credibly use evidence, and to better train clinicians, Manski helps practitioners and patients face uncertainties honestly. He concludes by examining patient care from a public health perspective and the management of uncertainty in drug approvals. Rigorously interrogating current practices in medicine, Patient Care under Uncertainty explains why predictability in the field has been limited and furnishes criteria for more cogent steps forward.

Principes de la Th�orie Des Richesses (�d.1863) (French, Paperback, 1863 ed.): Cournot a. a. Principes de la Th�orie Des Richesses (�d.1863) (French, Paperback, 1863 ed.)
Cournot a. a.
R645 Discovery Miles 6 450 Shipped within 7 - 11 working days
Klein's Last Quarterly Econometric Model Of The United States: Wharton Quarterly Econometric Model: Mark 10 (Hardcover):... Klein's Last Quarterly Econometric Model Of The United States: Wharton Quarterly Econometric Model: Mark 10 (Hardcover)
Shinichi Ichimura, Soshichi Kinoshita, Mitsuo Yamada; Lawrence R. Klein; Edited by Daniel Bachman
R2,107 R1,958 Discovery Miles 19 580 Save R149 (7%) Shipped within 7 - 12 working days

This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania. This is the last econometric model that Lawrence Klein and his disciples have left after some 50 years of cumulated efforts of constructing the US economy model up to around 2000. It was widely known as the WEFA Econometric Model Mark 10, and is the culmination of Professor Klein's research which spans more than 70 years, and would please not only Professor Klein's old students and colleagues, but also younger students who have heard so much of Klein models but have yet to see the latest model in its complete and printed form.

Practical Issues in Cointegration Analysis (Paperback): Michael McAleer, Les Oxley Practical Issues in Cointegration Analysis (Paperback)
Michael McAleer, Les Oxley
R556 R525 Discovery Miles 5 250 Save R31 (6%) Shipped within 7 - 12 working days

Comprising of seven up-to-date comprehensive surveys from leading scholars in Econometrics, this book follows the format of the highly successful book, "Surveys in Econometrics," edited by Oxley, et al. (Blackwell Publishers 1995).

This collection is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses, as well as a wider range of academics and professional economists.

The contributions consider a range of contemporary topics from the area of cointegration and unit root testing where empirical examples are used wherever possible to illustrate the issue at hand. The topics range from issues associated with seasonality and cointegration, to panel unit root tests and the econometrics of I(2) processes.

Monthly Digest of Statistics No. 706 October 2004 (Paperback, 2004 ed.): Office for National Statistics Monthly Digest of Statistics No. 706 October 2004 (Paperback, 2004 ed.)
Office for National Statistics
R721 Discovery Miles 7 210 Shipped within 7 - 12 working days

This important reference work contains the latest business, economic and social data for the UK. Twenty chapters of tables, cover the following topics: National accounts, including Gross Domestic Product (GDP); Population and vital statistics; Labour market; Social services, Law enforcement; Agriculture, food, drinks and tobacco; Production, output and costs; Energy; Chemicals; Metals, engineering and vehicles; Textiles and other manufactures; Construction; Transport; Retailing; External trade in goods; UK balance of payments; Government finance; Prices and wages i.e. Retail Prices Index (RPI); Leisure; and Weather.

Macro-Econophysics - New Studies on Economic Networks and Synchronization (Hardcover): Hideaki Aoyama, Yoshi Fujiwara, Yuichi... Macro-Econophysics - New Studies on Economic Networks and Synchronization (Hardcover)
Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda, Hiroshi Iyetomi, Wataru Souma, …
R1,777 R1,669 Discovery Miles 16 690 Save R108 (6%) Shipped within 7 - 12 working days

The concepts of statistical physics and big data play an important role in the evidence-based analysis and interpretation of macroeconomic principles. The techniques of complex networks, big data, and statistical physics are useful to understand theories of economic systems, and the authors have applied these to understand the intricacies of complex macroeconomic problems. Recent research work using tools and techniques of big data, statistical physics, complex networks, and statistical science is covered, and basic graph algorithms and statistical measures of complex networks are described. The application of big data and statistical physics tools to assess price dynamics, inflation, systemic risks, and productivity is discussed. Chapter-end summary and numerical problems are provided to reinforce understanding of concepts.

Introduction to Time Series and Forecasting (Hardcover, 3rd ed. 2016): Peter J. Brockwell, Richard A. Davis Introduction to Time Series and Forecasting (Hardcover, 3rd ed. 2016)
Peter J. Brockwell, Richard A. Davis
R1,613 R1,292 Discovery Miles 12 920 Save R321 (20%) Shipped within 7 - 12 working days

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. New to this edition: A chapter devoted to Financial Time Series Introductions to Brownian motion, Levy processes and Ito calculus An expanded section on continuous-time ARMA processes

Financial Statistics No 568, August 2009 (Paperback): Office for National Statistics Financial Statistics No 568, August 2009 (Paperback)
Office for National Statistics
R1,763 Discovery Miles 17 630 Shipped within 7 - 12 working days

Published monthly, Financial Statistics contains data on public sector finance, including central government revenue and expenditure, money supply and credit, banks and building societies, interest and exchange rates, financial accounts, capital issues, balance sheets and balance of payments.

Applied Quantitative Finance (Hardcover, 3rd ed. 2017): Wolfgang Karl Hardle, Cathy Yi-Hsuan Chen, Ludger Overbeck Applied Quantitative Finance (Hardcover, 3rd ed. 2017)
Wolfgang Karl Hardle, Cathy Yi-Hsuan Chen, Ludger Overbeck
R2,160 R1,730 Discovery Miles 17 300 Save R430 (20%) Shipped within 7 - 12 working days

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

Financial Statistics No 565, May 2009 (Paperback): Office for National Statistics Financial Statistics No 565, May 2009 (Paperback)
Office for National Statistics
R1,764 Discovery Miles 17 640 Shipped within 7 - 12 working days

Published monthly, Financial Statistics contains data on public sector finance, including central government revenue and expenditure, money supply and credit, banks and building societies, interest and exchange rates, financial accounts, capital issues, balance sheets and balance of payments.

Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series (Paperback, New):... Dynamic Models for Volatility and Heavy Tails - With Applications to Financial and Economic Time Series (Paperback, New)
Andrew C. Harvey
R638 Discovery Miles 6 380 Shipped within 7 - 12 working days

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling, and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails that is, extreme values can occur from time to time Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility, such as those arising from data on the range of returns and the time between trades. Furthermore, the more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. As such, there are applications not only to financial data but also to macroeconomic time series and to time series in other disciplines. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling. The practical value of the proposed models is illustrated by fitting them to real data sets."

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