Articles liés à ARCH: Selected Readings (Advanced Texts in Econometrics)
Synopsis
In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation:
- what model to use
- what time intervals to employ^ - how to model multivariate systems
- how to apply the models to price and trade options
- how to model volatility spillovers across markets and within the day
For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have shaped ARCH research from its inception to the latest developments. Papers present both theory and financial market analysis, and discuss the key issues in the use of ARCH models to study volatility and correlation: - what model to use - what time intervals to employ - how to model multivariate systems - how to apply the models to price and trade options - how to model volatility spillovers across markets and within the day For each of these issues, the selection of a number of papers by different authors allows a variety of viewpoints to emerge. Many applications to financial markets are included, and a new introduction by the editor connects the papers to trace the development of the field. the result is a timely, useful book which will bring graduate students, faculty, and practitioners up to date on this rapidly expanding field of research.
Revue de presse
This volume brings together a number of articles which have been important in the development of ARCH models ... The articles cover a wide range of topics and include methodological as well as more applied topics ... the volume does serve a useful purpose in making accessible these contributions which were originally published in a diverse range of journals. I am sure it will become a frequently consulted addition to many a bookshelf. (The Economic Journal)
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 78,98
EUR 7,99 expédition depuis Royaume-Uni vers France
Destinations, frais et délais
Résultats de recherche pour ARCH: Selected Readings (Advanced Texts in Econometrics)
Image d'archives
Arch: Selected Readings
Edité par
Oxford University Press, USA, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Ancien ou d'occasion
Paperback
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.4. N° de réf. du vendeur G019877432XI3N00
Quantité disponible : 1 disponible(s)
Image d'archives
Arch: Selected Readings
Edité par
Oxford University Press, USA, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Ancien ou d'occasion
Paperback
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.4. N° de réf. du vendeur G019877432XI2N00
Quantité disponible : 1 disponible(s)
Image d'archives
ARCH: Selected Readings -- Advanced Texts in Econometrics
Edité par
New York: Oxford University Press, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Ancien ou d'occasion
Couverture souple
Vendeur : Silicon Valley Fine Books, Sunnyvale, CA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Very Good. paperback. 403 pages. About very good, a clean copy with a little corner & edge wear. N° de réf. du vendeur 61031
Quantité disponible : 1 disponible(s)
Image d'archives
ARCH: Selected Readings
Edité par
Oxford; Oxford University Press; 1995, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Ancien ou d'occasion
Couverture souple
Vendeur : Fine Print Books (ABA), Erskineville, Sydney, NSW, Australie
Évaluation du vendeur 5 sur 5 étoiles
paperback in very good condition, wraps a little creased, text unmarked, binding strong; 403pp. N° de réf. du vendeur 66652
Quantité disponible : 1 disponible(s)
Image d'archives
ARCH: Selected Readings (Advanced Texts in Econometrics)
Edité par
Oxford University Press, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Ancien ou d'occasion
paperback
Vendeur : My Dead Aunt's Books, Hyattsville, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
paperback. Etat : As New. Pristine copy. N° de réf. du vendeur 65365J
Quantité disponible : 1 disponible(s)
Image d'archives
ARCH: Selected Readings
Edité par
Oxford University Press, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 646. N° de réf. du vendeur B9780198774327
Quantité disponible : 15 disponible(s)
Image fournie par le vendeur
Arch : Selected Readings
Edité par
Oxford University Press, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Neuf
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 80406-n
Quantité disponible : Plus de 20 disponibles
Image d'archives
ARCH: Selected Readings
impression à la demandeVendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur IQ-9780198774327
Quantité disponible : 15 disponible(s)
Image d'archives
ARCH: Selected Readings
impression à la demandeVendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur IQ-9780198774327
Quantité disponible : 15 disponible(s)
Image d'archives
ARCH: Selected Readings (Advanced Texts in Econometrics)
Edité par
Oxford University Press, 1995
ISBN 10 : 019877432X
ISBN 13 : 9780198774327
Neuf
Couverture souple
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9780198774327_new
Quantité disponible : Plus de 20 disponibles