Cointegration

Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification

Econometric Modelling of European Money Demand: Aggregation, Cointegration, Identification (Contributions to Economics) by Engelbert Plassmann
English | Nov 11, 2002 | ISBN: 3790815225 | 204 Pages | PDF | 12 MB

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation.

Financial Modeling of the Equity Market: From CAPM to Cointegration (Repost)  eBooks & eLearning

Posted by step778 at Sept. 3, 2013
Financial Modeling of the Equity Market: From CAPM to Cointegration (Repost)

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm, "Financial Modeling of the Equity Market: From CAPM to Cointegration"
2006 | pages: 673 | ISBN: 0471699004 | PDF | 9,1 mb

Financial Modeling of the Equity Market: From CAPM to Cointegration (repost)  eBooks & eLearning

Posted by fdts at Jan. 29, 2016
Financial Modeling of the Equity Market: From CAPM to Cointegration (repost)

Financial Modeling of the Equity Market: From CAPM to Cointegration
by Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
English | 2006 | ISBN: 0471699004 | 673 pages | PDF | 9.05 MB

Using Cointegration Analysis in Econometric Modelling  eBooks & eLearning

Posted by tot167 at March 30, 2009
Using Cointegration Analysis in Econometric Modelling

Richard I. D. Harris, "Using Cointegration Analysis in Econometric Modelling"
Prentice Hall | 1995 | ISBN: 0133558924 | 192 pages | PDF | 8,2 MB

Financial Modeling of the Equity Market: From CAPM to Cointegration  eBooks & eLearning

Posted by tot167 at Dec. 30, 2008
Financial Modeling of the Equity Market: From CAPM to Cointegration

Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm "Financial Modeling of the Equity Market: From CAPM to Cointegration"
Wiley | 2002 | ISBN: 0471699004 | 651 pages | PDF | 12,7 MB

Time Series: Applications to Finance with R and S-Plus (repost)  eBooks & eLearning

Posted by libr at June 10, 2017
Time Series: Applications to Finance with R and S-Plus (repost)

Time Series: Applications to Finance with R and S-Plus by Ngai Hang Chan
English | ISBN: 0470583622 | 2010 | PDF | 296 pages | 11 MB
Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics) [Repost]

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics) by John Hunter
English | 27 May 2017 | ISBN: 0230243304 | 518 Pages | PDF | 5.3 MB

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting

Multivariate Modelling of Non-Stationary Economic Time Series  eBooks & eLearning

Posted by AvaxGenius at May 9, 2017
Multivariate Modelling of Non-Stationary Economic Time Series

Multivariate Modelling of Non-Stationary Economic Time Series By John Hunter, Simon P. Burke, Alessandra Canepa
English | PDF | 2017 | 508 Pages | ISBN : 0230243304 | 5.3 MB

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration.

CryptoArbitrager: Trade Bitcoin vs. Litecoin with Robot 24/7  eBooks & eLearning

Posted by naag at March 30, 2016
CryptoArbitrager: Trade Bitcoin vs. Litecoin with Robot 24/7

CryptoArbitrager: Trade Bitcoin vs. Litecoin with Robot 24/7
MP4 | Video: AVC 1280x720 | Audio: AAC 44KHz 2ch | Duration: 1 Hours | 111 MB
Genre: eLearning | Language: English

Cryptocurrency Arbitrage Trading Robot - Let Your Bitcoins Work for You!

Time Series: Applications to Finance with R and S-Plus (repost)  eBooks & eLearning

Posted by interes at April 3, 2014
Time Series: Applications to Finance with R and S-Plus (repost)

Time Series: Applications to Finance with R and S-Plus by Ngai Hang Chan
English | ISBN: 0470583622 | 2010 | PDF | 296 pages | 11 MB

A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software
Time Series: Applications to Finance with R and S-Plus®, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis.