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 Non-Linear Moving-Average Conditional Heteroskedasticity. Some Proposals
Наименование:

Non-Linear Moving-Average Conditional Heteroskedasticity. Some Proposals

автор Daniel V. издательство Книга по Требованию Экономическая теория
Cтраниц 180        мягкая обложка       
Аннотация:Of course, in the search for better adjustment, the complexity has been significantly increased at a non-trivial cost. This book may help economists in their quest for a better comprehension of the variance of economic variables, particularly in the modeling of financial volatility. Statistical treatment of financial time series has been profoundly enlarged by this class of models. These variance models have advantages none of the inspiring sources (ARCH and NLMA) possess. In this book we introduce three simple specifications based upon Robinson’s (1977) NLMA model: Heteroskedastic Conditional Variance Modeling is a particularly rich branch of Econometrics. Despite its young age, the literature embracing variance models is indeed impressive. The first proposal belongs to the NLMA class whilst the second one is closely related to it. Both possess similar properties as those of the ARCH-class. Our last proposal, PLMVES, also considers long-memory by means of a new concept: QMACH, NLMACH and PLMVES. Pseudo Long-Memory, an artifact allowing for long- memory modeling. Many characteristics of financial variables (leptokurticity, asymmetry,. . . ) can now be modeled.
Автор: Daniel V.
Издательство: Книга по Требованию
Год:2009
Цена:
2768 руб
Нет в наличии
Поиск: Non-Linear Moving-Average Conditional Heteroskedasticity. Some Proposals
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
Животные /english/

Reproduc io is predomi a ly sexual, wi h he embryo passi g hrough a blas ula phase . he co spicuous differe ces be wee pla s a d a imals firs led o a formal divisio of all life i o wo ki gdoms, Pla ae a d A imalia. Whe he world of microorga isms was la er i ves iga ed, some were see o be clearly pla like, wi h walled cells a d chlorophyll-co ai i g bodies ha co duc ed pho osy hesis, whereas o hers resembled a imals i ha hey moved abou (by mea s of flagella or pseudopodia) a d diges ed food. he la er ype, pro ozoa, was ca egorized as a subki gdom of A imalia. Difficul ies arose, however, wi h ma y forms ha showed mixed charac eris ics a d wi h groups i which some orga isms were pla like bu had close rela ives ha were a imal-like. Eve ually, classifica io schemes wi h several ki gdoms were proposed, i which he defi i io s of Pla ae a d A imalia became more res ric ed. Wha co s i u es a a imal, herefore, depe ds o he scheme followed. I he five-ki gdom sys em used i his e cyclopedia , a imals are limi ed o orga isms wi h differe ia ed issues, a d he pro ozoa groups are assig ed o he ki gdom Pro is a. he separa io of he pro ozoa from he higher a imals is o e irely sa isfac ory, however, because classifica io sys ems should reflec evolu io ary rela io ships, a d mul icellular forms are believed o have evolved from pro ozoa a ces ors more ha o ce.
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