| 000 | 02721nam a2200361 a 4500 | ||
|---|---|---|---|
| 005 | 20250918192344.0 | ||
| 008 | 130730s2012 njua b 001 0 eng | ||
| 020 |
_a9780470872512 (hbk.) _cRM515.57 |
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| 039 | 9 |
_a201311221011 _bzabidah _c201311081540 _drahah _y07-30-2013 _zrahah |
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| 040 |
_aDLC _cDLC _dDLC _dUKM |
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| 090 | _aHG1601.H366 | ||
| 090 |
_aHG1601 _b.H366 |
||
| 245 | 0 | 0 |
_aHandbook of volatility models and their applications / _cLuc Bauwens, Christian Hafner, Sebastien Laurent. |
| 260 |
_aHoboken, NJ : _bJohn Wiley & Sons, _c2012. |
||
| 300 |
_axx, 543 p. : _bill. ; _c24 cm. |
||
| 490 | 0 |
_aWiley handbooks in financial engineering and econometrics ; _v3. |
|
| 504 | _aIncludes bibliographical references (p. 487-535) and index. | ||
| 520 |
_a'The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate how'volatile' certain statistical decision-making techniques can be when solving a range of financial problems. By using examples derived from consulting projects, current research and course instruction, each chapter in the book offers a systematic understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH-family models, contagion, and model comparisons between different volatility models. To by-pass tedious computation, software illustrations are presented in an assortment of packages, ranging from R, C++, EXCEL-VBA, Minitab, to JMP/SAS'-- _cProvided by publisher. |
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| 650 | 0 |
_aBanks and banking _xEconometric models. |
|
| 650 | 0 |
_aFinance _xEconometric models. |
|
| 650 | 0 | _aGARCH model. | |
| 700 | 1 | _aHafner, Christian. | |
| 700 | 1 |
_aLaurent, Sebastien, _d1974- |
|
| 700 | 1 |
_aBauwens, Luc, _d1952- |
|
| 907 |
_a.b15691378 _b2019-11-12 _c2019-11-12 |
||
| 942 |
_c01 _n0 _kHG1601.H366 |
||
| 914 | _avtls003536030 | ||
| 990 | _aza | ||
| 991 | _aFakulti Ekonomi & Pengurusan | ||
| 998 |
_at _b2013-04-07 _cm _da _feng _gnju _y0 _z.b15691378 |
||
| 999 |
_c551757 _d551757 |
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