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Modeling Financial Time Series with S-Plus

using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the;

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Time Series in Economics and Finance

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers;

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Time Series in Economics and Finance

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers;

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Forecasting in Financial and Sports Gambling Markets

processes in financial markets * The effects of gambling shocks in sports gambling markets * Cointegrated time series with model drift * Modeling;

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Wavelet Neural Networks

of the basic principles of wavelet analysis, Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification also;

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Multivariate Time Series Analysis

of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial;

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Dynamic Models for Volatility and Heavy Tails

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional;

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Dynamic Models for Volatility and Heavy Tails

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional;

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Machine Learning for Time Series Forecasting with Python

Learn how to apply the principles of machine learning to time series modeling with this indispensable resource Machine Learning for;

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Time Series

This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding;

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Encyclopedia of Financial Models, Volume I

with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models has been created to;

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Statistical Analysis of Financial Data in S-plus

This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the;

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Economic Time Series

absorption, the contents have been grouped into seven topical sections: Section I deals with periodic modeling of time series;

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Introduction to Time Series Modeling

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates;

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Modeling Volatility in Financial Time Series

assumptions. This book assesses how both models perform in replicating financial time series. The model parameters are estimated on historical returns;

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Encyclopedia of Financial Models, Volume III

with the size, diversity, and efficiency of modern capital markets. With this in mind, the Encyclopedia of Financial Models has been created to;

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Linear Models and TimeSeries Analysis

analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and;

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Time Series Algorithms Recipes

This book teaches the practical implementation of various concepts for time series analysis and modeling with Python through problem;

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Stochastic Modeling

Stochastic Modeling: A Thorough Guide to Evaluate, Pre-Process, Model and Compare Time Series with MATLAB Software allows for new;

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Time Series

, Computation, and Inference, Second Edition integrates mainstream approaches for time series modeling with significant recent developments;

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Professional Financial Computing Using Excel and VBA

book explores financial models, like derivatives pricings, market and credit risk modeling, and advanced interest rate modeling. With step-by;

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Non-Linear Time Series Models in Empirical Finance

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are;

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Non-Linear Time Series Models in Empirical Finance

Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are;

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Nonlinear Econometric Modeling in Time Series Analysis

Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with;

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Statistical Modeling by Wavelets

, and extensive references-with data sets and S-Plus wavelet overviews made available for downloading over the Internet. Both introductory and;

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Quantitative Finance

The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together;

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A Course on Statistics for Finance

. It also describes mean-variance portfolio analysis and concludes with a focus on time series analysis. Providing the connection between;

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