Modelling And Forecasting Stock Return Volatility And The Term Structure Of Interest Rates
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Modelling And Forecasting Stock Return Volatility And The Term Structure Of Interest Rates
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Author : Michiel de Pooter
language : en
Publisher: Rozenberg Publishers
Release Date : 2007
Modelling And Forecasting Stock Return Volatility And The Term Structure Of Interest Rates written by Michiel de Pooter and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
This dissertation consists of a collection of studies on two areas in quantitative finance: asset return volatility and the term structure of interest rates. The first part of this dissertation offers contributions to the literature on how to test for sudden changes in unconditional volatility, on modelling realized volatility and on the choice of optimal sampling frequencies for intraday returns. The emphasis in the second part of this dissertation is on the term structure of interest rates.
The Dynamics Of Cooperate Credit Risk An Intensity Based Econometric
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Author :
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
The Dynamics Of Cooperate Credit Risk An Intensity Based Econometric written by and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
New Insights Into Behavioral Finance
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Author : Guido Baltussen
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
New Insights Into Behavioral Finance written by Guido Baltussen and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Essays On The Measurements Sensitivity Of Risk Aversion And Causal Effects In Education
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Author : Adam Sanoé Booij
language : en
Publisher: Rozenberg Publishers
Release Date : 2009
Essays On The Measurements Sensitivity Of Risk Aversion And Causal Effects In Education written by Adam Sanoé Booij and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Applied Quantitative Methods For Trading And Investment
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Author : Christian L. Dunis
language : en
Publisher: John Wiley & Sons
Release Date : 2004-01-09
Applied Quantitative Methods For Trading And Investment written by Christian L. Dunis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-09 with Business & Economics categories.
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Essays Over Netwerken
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Author : Ana Maria Babus
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
Essays Over Netwerken written by Ana Maria Babus and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
We find information through our social network. A network of banks handles our financial transactions. And when computers freeze under virus attacks, we are reminded of how pervasive networks are. This work concentrates on two topics. The first part of the thesis studies how highly unequal networks, where links are concentrated on a few key nodes, can emerge. The interest is motivated by how their structure affects their function: the spread of information and disease, for instance, may occur faster in such networks The second part of the thesis applies network theories to gain a better understanding of financial systems. We investigate the strategic motivations of banks to interact with each other when the banking system is exposed to the danger of contagion.
Designing Controls For Network Organizations
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Author : Vera Kartseva
language : en
Publisher: Rozenberg Publishers
Release Date : 2008
Designing Controls For Network Organizations written by Vera Kartseva and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
A Walk Down Lombard Street
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Author : Lev Ratnovski
language : en
Publisher: Rozenberg Publishers
Release Date : 2001
A Walk Down Lombard Street written by Lev Ratnovski and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Social Influences On Individual Decision Making Processes
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Author : Ferdinand Vieider
language : en
Publisher: Rozenberg Publishers
Release Date : 2009
Social Influences On Individual Decision Making Processes written by Ferdinand Vieider and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
The main focus of this thesis is to combine the multiple findings from social psychology and apply them with an economic approach to decision making. To this purpose, we investigate accountability and its interaction with market mechanisms, more specifically real incentives in experimental settings. This PhD thesis is structured as follows. Chapter 2 studies the effect of accountability on ambiguity aversion-the preference for known over normatively equivalent unknown probabilities. Chapter 3 follows up on the ambiguity aversion issue by studying preference reversals under ambiguity. Chapter 4 examines the influence of accountability on risk attitude. Chapter 5 is of a methodological nature. We separate accountability and incentives, and find several effects. Accountability is found to reduce preference reversals between frames, for which incentives have no effect. Incentives on the other hand are found to reduce risk seeking for losses, where accountability has no effect.
Missing Data Methods
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Author : David M. Drukker
language : en
Publisher: Emerald Group Publishing
Release Date : 2011-11-30
Missing Data Methods written by David M. Drukker and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-30 with Business & Economics categories.
Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.