Umfang:
Online-Ressource (xvii, 205 p)
,
ill
Ausgabe:
1st ed
Ausgabe:
Online-Ausg. Palo Alto, Calif ebrary 2011 Electronic reproduction; Available via World Wide Web
ISBN:
0857244892
,
9780857244895
Serie:
International symposia in economic theory and econometrics v. 20
Inhalt:
This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. This volume should have important implication for economists, investors, policymakers
Anmerkung:
"First International Symposium in Computational Economic and Finance (ISCEF2010), which was organized in Sousse (Tunisia), on February 25-29, 2010."--P. xvi
,
Includes bibliographical references
,
Front cover ; Nonlinear Modeling of Economic and Financial Time-Series ; Copyright page ; Contents ; List of Contributors; Editorial Advisory Board Members; About the Series; Introduction; Chapter 1. Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence ; Chapter 2. Nonlinear Stock Market Links between Mexico and the World ; Chapter 3. Dynamic Linkages between Global Macro Hedge Funds and Traditional Financial Assets ; Chapter 4. Copula Theory Applied to Hedge Funds Dependence Structure Determination
,
Chapter 5. European Exchange Rate Credibility: An Empirical AnalysisChpater 6. Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models ; Chapter 7. Sources of European Growth Externalities: A Two-Step Approach ; Chapter 8. Alternative Methods for Forecasting GDP ; Chapter 9. GARCH Models with CPPI Application
,
Electronic reproduction; Available via World Wide Web
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Nonlinear modeling of economic and financial time-series Bingley [u.a.] : Emerald, 2010 ISBN 9780857244901
Weitere Ausg.:
ISBN 0857244906
Weitere Ausg.:
ISBN 9780857244895
Weitere Ausg.:
ISBN 0857244892
Sprache:
Englisch
URL:
Volltext
(lizenzpflichtig)
