Author: Miguel Ataurima ArellanoPublisher:
ISBN:
Category :
Languages : es
Pages :
Book Description
Empirical modelling of latin american stock markets returns and volatility using Markov - Switching garch models
Author: Miguel Ataurima ArellanoPublisher:
ISBN:
Category :
Languages : es
Pages :
Book Description
Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility Using Markov-Switching Garch Models
Author: Miguel Ataurima ArellanoPublisher:
ISBN:
Category :
Languages : en
Pages : 56
Book Description
Modeling Latin-American Stock and Forex Markets Volatility
Author: Gabriel RodriguezAn Empirical Application of Stochastic Volatility Models to Latin-American Stock Returns Using GH Skew Student's T-distribution
Author: Modeling Latin-American Stock Markets Volatility
Author: Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets
Author: Carlos A. Abanto-ValleHandbook of Financial Econometrics and Statistics
Author: Cheng-Few LeePublisher: Springer
ISBN: 9781461477495
Category : Business & Economics
Languages : en
Pages : 0
Book Description
The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical techniques in the field. Volume 1 (Parts I and II) covers all of the essential theoretical and empirical approaches. Volumes 2, 3, and 4 feature contributed entries that showcase the application of financial econometrics and statistics to such topics as asset pricing, investment and portfolio research, option pricing, mutual funds, and financial accounting research. Throughout, the Handbook offers illustrative case examples and applications, worked equations, and extensive references, and includes both subject and author indices.
Emerging Markets and the Global Economy
Author: Mohammed El Hedi ArouriPublisher: Academic Press
ISBN: 0124115632
Category : Business & Economics
Languages : en
Pages : 927
Book Description
Emerging Markets and the Global Economy investigates analytical techniques suited to emerging market economies, which are typically prone to policy shocks. Despite the large body of emerging market finance literature, their underlying dynamics and interactions with other economies remain challenging and mysterious because standard financial models measure them imprecisely. Describing the linkages between emerging and developed markets, this collection systematically explores several crucial issues in asset valuation and risk management. Contributors present new theoretical constructions and empirical methods for handling cross-country volatility and sudden regime shifts. Usually attractive for investors because of the superior growth they can deliver, emerging markets can have a low correlation with developed markets. This collection advances your knowledge about their inherent characteristics. Foreword by Ali M. Kutan Concentrates on post-crisis roles of emerging markets in the global economy Reports on key theoretical and technical developments in emerging financial markets Forecasts future developments in linkages among developed and emerging economies
Handbook of Banking and Finance in Emerging Markets
Author: Nguyen, Duc K.Publisher: Edward Elgar Publishing
ISBN: 1800880901
Category : Business & Economics
Languages : en
Pages : 867
Book Description
Emerging markets are increasingly facing significant challenges, from a slowdown in productivity, rising debt, and trade tensions to the adverse effects of proliferating global uncertainty on domestic financial systems. This incisive Handbook examines the ongoing dynamics of global financial markets and institutions within the context of such rising uncertainty and provides a comprehensive overview of innovative models in banking and finance.
Non-Linear Time Series Models in Empirical Finance
Author: Philip Hans FransesPublisher: Cambridge University Press
ISBN: 0521770416
Category : Business & Economics
Languages : en
Pages : 299
Book Description
This 2000 volume reviews non-linear time series models, and their applications to financial markets.