I. Asset Pricing -- Ii. Term Structures Of Interest Rates -- Iii. Volatility -- Iv. Prediction -- V. Alternative Probabilistic Models -- Vi. Applications Of Specialized Statistical Methods -- Vii. Miscellaneous Other Problems. Edited By G.s. Maddala, C.r. Rao. Includes Bibliographical References.
Handbook of Statistics 14: Statistical Methods in Finance
β Scribed by G, S Maddala
- Book ID
- 127455655
- Publisher
- Butterworth Heinemann
- Year
- 1996
- Tongue
- English
- Weight
- 6 MB
- Series
- Handbook of Statistics
- Edition
- 1
- Category
- Library
- ISBN-13
- 9780444819642
No coin nor oath required. For personal study only.
β¦ Synopsis
Handbook of Statistics 14A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.
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## Abstract This article considers Markov chain simulation and statistical analysis of highβdimensional financial time series. In particular, we discuss Markov chain Monte Carlo methods, for example, Gibbs sampling and MetropolisβHasting algorithm, and multivariate volatility models with applicatio