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EBookClubs

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Book Conditional Heteroskedasticity in the Market

Download or read book Conditional Heteroskedasticity in the Market written by Francis X. Diebold and published by . This book was released on 1988 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book A Test for Conditional Heteroskedasticity in Time Series Models

Download or read book A Test for Conditional Heteroskedasticity in Time Series Models written by Anil K. Bera and published by London : Department of Economics, University of Western Ontario. This book was released on 1990 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Foundations Of Modern Econometrics A Unified Approach

Download or read book Foundations Of Modern Econometrics A Unified Approach written by Yongmiao Hong and published by World Scientific. This book was released on 2020-07-13 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research. Econometrics is statistical analysis of economic and financial data. In the past four decades or so, economics has witnessed a so-called 'empirical revolution' in its research paradigm, and as the main methodology in empirical studies in economics, econometrics has been playing an important role. It has become an indispensable part of training in modern economics, business and management.This book develops a coherent set of econometric theory, methods and tools for economic models. It is written as a textbook for graduate students in economics, business, management, statistics, applied mathematics, and related fields. It can also be used as a reference book on econometric theory by scholars who may be interested in both theoretical and applied econometrics.

Book Stochasticity Nonlinearity and Forecasting of Streamflow Processes

Download or read book Stochasticity Nonlinearity and Forecasting of Streamflow Processes written by Wen Wang and published by IOS Press. This book was released on 2006 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Streamflow forecasting is of great importance to water resources management and flood defense. On the other hand, a better understanding of the streamflow process is fundamental for improving the skill of streamflow forecasting. The methods for forecasting streamflows may fall into two general classes: process-driven methods and data-driven methods. Equivalently, methods for understanding streamflow processes may also be broken into two categories: physically-based methods and mathematically-based methods. This thesis focuses on using mathematically-based methods to analyze stochasticity and nonlinearity of streamflow processes based on univariate historic streamflow records, and presents data-driven models that are also mainly based on univariate streamflow time series. Six streamflow processes of five rivers in different geological regions are investigated for stochasticity and nonlinearity at several characteristic timescales.

Book Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity

Download or read book Testing for Serial Correlation in the Presence of Conditional Heteroskedasticity written by Paramsothy Silvapulle and published by . This book was released on 1993 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Mixed Normal Conditional Heteroskedasticity

Download or read book Mixed Normal Conditional Heteroskedasticity written by Markus Haas and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Introductory Econometrics

Download or read book Introductory Econometrics written by Humberto Barreto and published by Cambridge University Press. This book was released on 2006 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt: This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.

Book 2022 CFA Program Curriculum Level II Box Set

Download or read book 2022 CFA Program Curriculum Level II Box Set written by CFA Institute and published by John Wiley & Sons. This book was released on 2021-05-20 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Prepare for success on the 2022 CFA Level II exam with the latest official CFA® Program Curriculum. The 2022 CFA Program Curriculum Level II Box Set contains all the material you need to succeed on the Level II CFA exam in 2022. This set includes the full official curriculum for Level II and is part of the larger CFA Candidate Body of Knowledge (CBOK). Organized to get you accustomed to the exam’s heavy reliance on vignettes, the Level II curriculum will help you master mini case studies and accompanying analyses. Highly visual and intuitively organized, this box set allows you to: Learn from financial thought leaders. Access market-relevant instruction. Gain critical knowledge and skills. The set also includes practice questions to assist with your recall of key terms, concepts, and formulas. Perfect for anyone preparing for the 2022 Level II CFA exam, the 2022 CFA Program Curriculum Level II Box Set is a must-have resource for those seeking the intermediate skills required to become a Chartered Financial Analyst®.

Book CFA Program Curriculum 2020 Level II Volumes 1 6 Box Set

Download or read book CFA Program Curriculum 2020 Level II Volumes 1 6 Box Set written by CFA Institute and published by John Wiley & Sons. This book was released on 2019-08-12 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Master the practical aspects of the CFA Program curriculum with expert instruction for the 2020 exam The same official curricula that CFA Program candidates receive with program registration is now publicly available for purchase. CFA Program Curriculum 2020 Level II, Volumes 1-6 provides the complete Level II curriculum for the 2020 exam, with practical instruction on the Candidate Body of Knowledge (CBOK) and how it is applied, including expert guidance on incorporating concepts into practice. Level II focuses on complex analysis with an emphasis on asset valuation, and is designed to help you use investment concepts appropriately in situations analysts commonly face. Coverage includes ethical and professional standards, quantitative analysis, economics, financial reporting and analysis, corporate finance, equities, fixed income, derivatives, alternative investments, and portfolio management organized into individual study sessions with clearly defined Learning Outcome Statements. Charts, graphs, figures, diagrams, and financial statements illustrate complex concepts to facilitate retention, and practice questions with answers allow you to gauge your understanding while reinforcing important concepts. While Level I introduced you to basic foundational investment skills, Level II requires more complex techniques and a strong grasp of valuation methods. This set dives deep into practical application, explaining complex topics to help you understand and retain critical concepts and processes. Incorporate analysis skills into case evaluations Master complex calculations and quantitative techniques Understand the international standards used for valuation and analysis Gauge your skills and understanding against each Learning Outcome Statement CFA Institute promotes the highest standards of ethics, education, and professional excellence among investment professionals. The CFA Program curriculum guides you through the breadth of knowledge required to uphold these standards. The three levels of the program build on each other. Level I provides foundational knowledge and teaches the use of investment tools; Level II focuses on application of concepts and analysis, particularly in the valuation of assets; and Level III builds toward synthesis across topics with an emphasis on portfolio management.

Book Quantitative Investment Analysis Workbook

Download or read book Quantitative Investment Analysis Workbook written by CFA Institute and published by John Wiley & Sons. This book was released on 2020-09-07 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Elements of Time Series Econometrics An Applied Approach

Download or read book Elements of Time Series Econometrics An Applied Approach written by Evžen Kočenda and published by Karolinum Press. This book was released on 2014-03-01 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases intuitive explanation and understanding of the studied phenomena are offerd. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into four major sections. The first section, "The Nature of Time Series?, gives an introduction to time series analysis. The second section, "Difference Equations?, describes briefly the theory of difference equations with an emphasis on results that are important for time series econometrics. The third section, "Univariate Time Series?, presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, "Multiple Time Series?, deals with time series models of multiple interrelated variables. Appendices contain an introduction to simulation techniques and statistical tables.