Econometrics
Results 161 - 180 of 1068
Econometrics
Financial Econometrics Modeling: Market Microstructure, Factor Models ...
Greg N. . Ed(S): Gregoriou
Paperback. This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets. Editor(s): Gregoriou, Greg N. Num Pages: 279 pages, biography. BIC Classification: KCB; KCH; KFFH; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 229 x 152. .
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 279
- Condition
- New
- SKU
- V9781349328901
- ISBN
- 9781349328901
Paperback
Condition: New
€ 122.63
€ 122.63
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and ...
. Ed(S): Gregoriou, Greg N.; Pascalau, Razvan
Paperback. This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 229 pages, biography. BIC Classification: KCH; KFFH; KFFM; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 229
- Condition
- New
- SKU
- V9781349328925
- ISBN
- 9781349328925
Paperback
Condition: New
€ 63.34
€ 63.34
Nonlinear Financial Econometrics: Markov Switching Models, Persistence...
Gregoriou, Greg N.; Pascalau, Razvan
Paperback. This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets. Num Pages: 196 pages, biography. BIC Classification: KCA; KCH; KFF; KFFH; KJQ. Category: (G) General (US: Trade). Dimension: 229 x 152 x 12. Weight in Grams: 328.
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 196
- Condition
- New
- SKU
- V9781349328949
- ISBN
- 9781349328949
Paperback
Condition: New
€ 64.31
€ 64.31
Nonlinear Financial Econometrics: Forecasting Models, Computational an...
. Ed(S): Gregoriou, Greg N.; Pascalau, Razvan
Paperback. This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 195 pages, biography. BIC Classification: KCA; KCH; KFF; KFFH; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 12. Weight in Grams: 285.
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 195
- Condition
- New
- SKU
- V9781349328963
- ISBN
- 9781349328963
Paperback
Condition: New
€ 64.46
€ 64.46
The Spanish Economy. A General Equilibrium Perspective.
. Ed(S): Bosca, Jose E.; Domenech, Rafael; Fe...
Paperback. This book examines the pattern of growth of the Spanish economy in the last few decades, and studies the causes of its labour productivity, and the special features characterising business cycles in Spain. Editor(s): Bosca, Jose E.; Domenech, Rafael; Ferri, Javier; Varela, Juan. Num Pages: 249 pages, biography. BIC Classification: KCB; KCF; KCG; KCH; KCP; PBT. Category: (G) General (US: Trade). Dimension: 235 x 155. .
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 249
- Condition
- New
- SKU
- V9781349329809
- ISBN
- 9781349329809
Paperback
Condition: New
€ 63.91
€ 63.91
Paperback. This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today. Series: Palgrave Advanced Texts in Econometrics. Num Pages: 475 pages, biography. BIC Classification: KCA; KCH; KCZ; PBT. Category: (G) General (US: Trade). Dimension: 235 x 155. .
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 475
- Condition
- New
- SKU
- V9781349331352
- ISBN
- 9781349331352
Paperback
Condition: New
€ 124.62
€ 124.62
Paperback. A collection of papers from leading thinkers to celebrate the work of the late Wynne Godley, and his enormous contribution to the field of monetary economics. Chapters include in-depth discussions of the revolutionary economic modelling systems that Godley introduced, as well as his prescient concerns about the global financial crash. Editor(s): Papadimitriou, D; Zezza, G. Series: Levy Institute Advanced Research in Economic Policy. Num Pages: 420 pages, biography. BIC Classification: KCA; KCB; KCH; KCP; KFFH. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 420
- Condition
- New
- SKU
- V9781349333400
- ISBN
- 9781349333400
Paperback
Condition: New
€ 123.42
€ 123.42
Paperback. The quick recovery of Asian economies from recent recessions in comparison to the struggling American and European economies can be attributed in part to the positive aggregate-demand externalities of their self-employment sectors. This book presents a behavioural analysis of this effect, with a detailed focus onproducer households." Num Pages: 278 pages, biography. BIC Classification: KCA; KCC; KCH; KCK; KCP; KCS. Category: (G) General (US: Trade). Dimension: 216 x 140 x 16. Weight in Grams: 384.
- Format
- Paperback
- Publication date
- 2011
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 278
- Condition
- New
- SKU
- V9781349336890
- ISBN
- 9781349336890
Paperback
Condition: New
€ 64.46
€ 64.46
Positive and Normative Analysis in International Economics
Kemp, M.; Nakagawa, Hironobu; Uchida, Tatsuya
paperback. This volume addresses profound issues in international economics, with contributions from leading researchers on the implications of trade. Empirical studies address preferential trading arrangements, global imbalances and exchange rates, facilitating an understanding of how the economy functions and enabling detailed policy evaluation. Num Pages: 293 pages, biography. BIC Classification: KCA; KCH; KCL; KCP; KCS; KNP. Category: (G) General (US: Trade). Dimension: 235 x 155. .
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Edition
- 1st ed. 2012
- Number of pages
- 293
- Condition
- New
- SKU
- V9781349339143
- ISBN
- 9781349339143
Paperback
Condition: New
€ 64.49
€ 64.49
Paperback. Why do markets exist? How are they maintained? What are market systems and how are they formed? This book addresses these fundamental questions and challenges the traditional view that markets and market systems are 'natural', asserting insteadthat they are ideologically coloured and of dubious scientific value." Num Pages: 298 pages, biography. BIC Classification: KCA; KCB; KCH; KCK; KCP; KCS. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 298
- Condition
- New
- SKU
- V9781349340293
- ISBN
- 9781349340293
Paperback
Condition: New
€ 64.03
€ 64.03
Paperback. The proliferation ofthe internethas often been referred to as the fourth technological revolution. This book explores the diffusion of radical new communication technologies, and the subsequent transformation not only of products, but also of the organisation of production and business methods." Editor(s): Allegrezza, S; Dubrocard, A. Series: Applied Econometrics Association Series. Num Pages: 363 pages, biography. BIC Classification: KCA; KCC; KCD; KCH; KCK; KCM. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 363
- Condition
- New
- SKU
- V9781349348787
- ISBN
- 9781349348787
Paperback
Condition: New
€ 64.41
€ 64.41
Paperback. This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance. Series: Palgrave Advanced Texts in Econometrics. Num Pages: 450 pages, biography. BIC Classification: KCA; KCH; KCZ. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2013
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 450
- Condition
- New
- SKU
- V9781349350278
- ISBN
- 9781349350278
Paperback
Condition: New
€ 187.38
€ 187.38
Paperback. This book examines the numerous aspects of exchange rates and macroeconomics dynamics, with a worldwide perspective including Central Europe, China, Russia, Hungary, and the US. Editor(s): Karadeloglou, P; Terraza, V. Series: Applied Econometrics Association Series. Num Pages: 257 pages, biography. BIC Classification: KCB; KCH; KCL. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2008
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 257
- Condition
- New
- SKU
- V9781349352838
- ISBN
- 9781349352838
Paperback
Condition: New
€ 121.87
€ 121.87
paperback. Num Pages: 256 pages, biography. BIC Classification: JP; KCH; KCM; KCP; KCS; KCZ. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2003
- Publisher
- Palgrave Macmillan United Kingdom
- Edition
- Softcover reprint of the original 1st ed. 2003
- Number of pages
- 256
- Condition
- New
- SKU
- V9781349425167
- ISBN
- 9781349425167
Paperback
Condition: New
€ 122.90
€ 122.90
paperback. This book extends Thirlwall's model and adapts its implications to the current problems facing developed and emerging economies. In this context, this book combines theoretical models and empirical applications, unveiling new results and highlighting the importance of the balance of payments as a constraint to growth. Editor(s): Soukiazis, Elias; Cerqueira, Pedro Andre. Num Pages: 290 pages, biography. BIC Classification: KCA; KCB; KCG; KCH. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 290
- Condition
- New
- Edition
- 1st ed. 2012
- SKU
- V9781349438402
- ISBN
- 9781349438402
Paperback
Condition: New
€ 122.12
€ 122.12
Paperback. Num Pages: 200 pages, 1 black & white illustrations, biography. BIC Classification: KCH; KCL; KJMV; KJQ; KJSM. Category: (G) General (US: Trade). Dimension: 216 x 140 x 11. Weight in Grams: 275.
- Format
- Paperback
- Publication date
- 2012
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 200
- Condition
- New
- SKU
- V9781349441044
- ISBN
- 9781349441044
Paperback
Condition: New
€ 64.46
€ 64.46
Paperback. This book proposes new methods of detecting causality among several dynamic variables and of estimating divisions of nominal income changes into changes in output and prices. Amano builds on established traditions of macro-dynamics and the theories of Keynes and Freidman, while providing innovative perspectives and important policy implications. Num Pages: 193 pages, biography. BIC Classification: KCA; KCB; KCG; KCH; KCS. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2013
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 193
- Condition
- New
- SKU
- V9781349448340
- ISBN
- 9781349448340
Paperback
Condition: New
€ 63.19
€ 63.19
Paperback. The book proposes an overview of the research conducted to date in the field of wine economics. All of these contributions have in common the use of econometric techniques and mathematical formalization to describe the new challenges of this economic sector. Editor(s): Guvenen, O. Series: Applied Econometrics Association Series. Num Pages: 390 pages, biography. BIC Classification: KCA; KCB; KCC; KCD; KCH; KCK. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2013
- Publisher
- Palgrave Macmillan United Kingdom
- Edition
- 1
- Number of pages
- 390
- Condition
- New
- SKU
- V9781349450183
- ISBN
- 9781349450183
Paperback
Condition: New
€ 123.18
€ 123.18
Paperback. Num Pages: 194 pages, biography. BIC Classification: KCA; KCB; KCH; KCL; KCM; KCP. Category: (G) General (US: Trade). Dimension: 216 x 140. .
- Format
- Paperback
- Publication date
- 2013
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 194
- Condition
- New
- SKU
- V9781349462612
- ISBN
- 9781349462612
Paperback
Condition: New
€ 63.34
€ 63.34
paperback. Will history repeat itself, leaving Saudi Arabia to face another financial crisis due to drastic overspending and/or a dramatic drop in oil revenue? If the situation remains on its current trajectory, by 2030 government debt due to rising expenditures over revenues will be too overwhelming for the government to cope with. Num Pages: 238 pages, 65 black & white illustrations, biography. BIC Classification: KCA; KCH; KCM; KCP; KFFD. Category: (G) General (US: Trade). Dimension: 216 x 140 x 13. Weight in Grams: 309.
- Format
- Paperback
- Publication date
- 2015
- Publisher
- Palgrave Macmillan United Kingdom
- Number of pages
- 238
- Condition
- New
- Edition
- 1st ed. 2013
- SKU
- V9781349466771
- ISBN
- 9781349466771
Paperback
Condition: New
€ 121.80
€ 121.80