Hrad thomas (6 résultats)
- Couverture souple
Vendeur : Revaluation Books, Exeter, Royaume-UniRevaluation Books
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 58,67
EUR 11,70 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : 1 disponible(s)
Paperback. Etat : Brand New. 80 pages. 8.66x5.91x0.19 inches. In Stock.
- Couverture souple
Vendeur : moluna, Greven, Allemagnemoluna
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 27,15
EUR 48,99 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : New.
- Couverture souple
Vendeur : preigu, Osnabrück, Allemagnepreigu
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 28,70
EUR 70,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 5 disponible(s)
Taschenbuch. Etat : Neu. Dynamics of exchange rate changes | Bayesian forecasting with dynamic linear models | Thomas Hrad | Taschenbuch | 80 S. | Englisch | 2015 | AV Akademikerverlag | EAN 9783639627831 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter…: preigu.
- Couverture souple
- impression à la demande
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AllemagneBuchWeltWeit Ludwig Meier e.K.
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 31,95
EUR 23,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 2 disponible(s)
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static… first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a. 80 pp. Englisch.
- Couverture souple
- impression à la demande
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagnebuchversandmimpf2000
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 31,95
EUR 60,00 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static fir…st order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 80 pp. Englisch.
- Couverture souple
- impression à la demande
Vendeur : AHA-BUCH GmbH, Einbeck, AllemagneAHA-BUCH GmbH
Contacter le vendeurVendeur avec une évaluation de 5 étoilesEtat: Neuf
EUR 31,95
EUR 60,69 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : 1 disponible(s)
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static firs…t order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.
