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dewey-ones:"519 - Probabilities & applied mathematics"
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1
Bootstrapping Stationary ARMA-
GARCH
Models
by
Shimizu, Kenichi
Published 2010
Vieweg+Teubner Verlag
Table of Contents:
“
...Bootstrap Does not Always Work -- Parametric AR(p)-
ARCH
(q) Models -- Parametric ARMA(p, q)-
GARCH
(r...
”
Read Now
2
Time Series Models
by
Deistler, Manfred
,
Scherrer, Wolfgang
Published 2022
Springer International Publishing
Table of Contents:
“
... Models with Exogenous Variables -- 9 Granger Causality -- 10 Dynamic Factor Models -- 10
ARCH
and
GARCH
...
”
Read Now
3
Essentials of time series for financial applications
by
Guidolin, Massimo
,
Pedio, Manuela
Published 2018
Academic Press, an imprint of Elsevier
Table of Contents:
“
... Models,
ARCH
and
GARCH
; Abstract; 5.1 Stylized Facts and Preliminaries; 5.2 Simple Univariate Parametric...
”
Call Number:
QA280
Read Now
4
Introductory Mathematics and Statistics for Islamic Finance
by
Mirakhor, Abbas
Published 2014
Wiley
Table of Contents:
“
...: Theory and Applications -- Modeling Volatility:
ARCH
-
GARCH
Models -- Asset Pricing under Uncertainty...
”
Call Number:
HG4014
Read Now
5
Introduction to R for quantitative finance : solve a diverse range of problems with R, one of the most powerful tools for quantitative finance
by
Daróczi, Gergely
Published 2013
Packt Publishing
Table of Contents:
“
...; Volatility forecasting for risk management; Testing for
ARCH
effects;
GARCH
model specification;
GARCH
model...
”
Call Number:
QA276.45.R3
Read Now
6
Forecasting time series data with Prophet : build, improve, and optimize time series forecasting models using Meta's advanced forecasting tool
by
Rafferty, Greg
Published 2023
Packt Publishing Ltd.
Table of Contents:
“
... -- ARIMA --
ARCH
/
GARCH
-- Neural networks -- Prophet -- Recent developments -- NeuralProphet -- Google...
”
Call Number:
QA280
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Classification: 519 - Probabilities & applied mathematics
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519 - Probabilities & applied mathematics
510 - Mathematics
3
332 - Financial economics
2
300 - Social sciences
1
330 - Economics
1
500 - Natural sciences & mathematics
1
Language
English
6
Collection
O'Reilly
4
Springer eBooks 2005-
2
Author
Daróczi, Gergely
1
Deistler, Manfred
1
Guidolin, Massimo
1
Mirakhor, Abbas
1
Pedio, Manuela
1
Rafferty, Greg
1
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Scherrer, Wolfgang
1
Shimizu, Kenichi
1
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