Garch
GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd edition eBooks & eLearning
Posted by nebulae at March 27, 2019
Christian Francq and Jean-Michel Zakoian, "GARCH Models: Structure, Statistical Inference and Financial Applications, 2nd edition"
English | ISBN: 1119313570 | 2019 | 504 pages | PDF | 6 MB
English | ISBN: 1119313570 | 2019 | 504 pages | PDF | 6 MB
Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH eBooks & eLearning
Posted by roxul at Nov. 27, 2018
Marc S. Paolella, "Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH"
English | ISBN: 1119431905 | 2019 | 896 pages | PDF | 38 MB
English | ISBN: 1119431905 | 2019 | 896 pages | PDF | 38 MB
Bootstrapping Stationary ARMA-GARCH Models eBooks & eLearning
Posted by AvaxGenius at July 25, 2017
Bootstrapping Stationary ARMA-GARCH Models By Kenichi Shimizu
English | PDF | 2010 | 137 Pages | ISBN : 3834809926 | 2.23 MB
Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk management. Bootstrap is without doubt a promising technique, however, it is not applicable to all time series models. A wrong application could lead to a false decision to take too much risk.
Volatilitätsprognose mit Faktor-GARCH-Modellen: Eine empirische Studie für den deutschen Aktienmarkt eBooks & eLearning
Posted by insetes at Dec. 27, 2023
Volatilitätsprognose mit Faktor-GARCH-Modellen: Eine empirische Studie für den deutschen Aktienmarkt By Thomas Kaiser (auth.)
1997 | 127 Pages | ISBN: 3824466252 | PDF | 3 MB
1997 | 127 Pages | ISBN: 3824466252 | PDF | 3 MB
GARCH Models: Structure, Statistical Inference and Financial Applications eBooks & eLearning
Posted by insetes at Oct. 24, 2020
GARCH Models: Structure, Statistical Inference and Financial Applications By Christian Francq, Jean-Michel Zakoian
2010 | 505 Pages | ISBN: 0470683910 | PDF | 3 MB
2010 | 505 Pages | ISBN: 0470683910 | PDF | 3 MB
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications eBooks & eLearning
Posted by insetes at March 17, 2021
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications By Dr. David Ardia (auth.)
2008 | 206 Pages | ISBN: 3540786562 | PDF | 8 MB
2008 | 206 Pages | ISBN: 3540786562 | PDF | 8 MB
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model eBooks & eLearning
Posted by hill0 at July 30, 2022
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model
English | 2022 | ISBN: 3658386177 | 260 Pages | PDF (True) | 29 MB
English | 2022 | ISBN: 3658386177 | 260 Pages | PDF (True) | 29 MB
Time Series Analysis In Python 2023 eBooks & eLearning
Posted by ELK1nG at Feb. 10, 2023
Time Series Analysis In Python 2023
Last updated 12/2020
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English | Size: 2.97 GB | Duration: 7h 21m
Last updated 12/2020
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English | Size: 2.97 GB | Duration: 7h 21m
Time Series Analysis in Python: Theory, Modeling: AR to SARIMAX, Vector Models, GARCH, Auto ARIMA, Forecasting
Time Series Analysis In Python 2022 eBooks & eLearning
Posted by ELK1nG at Aug. 2, 2022
Time Series Analysis In Python 2022
Last updated 12/2020
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English | Size: 1.78 GB | Duration: 7h 21m
Last updated 12/2020
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English | Size: 1.78 GB | Duration: 7h 21m
Time Series Analysis in Python: Theory, Modeling: AR to SARIMAX, Vector Models, GARCH, Auto ARIMA, Forecasting
Algorithmic Trading & Time Series Analysis in Python and R eBooks & eLearning
Posted by lucky_aut at Feb. 1, 2024
Algorithmic Trading & Time Series Analysis in Python and R
Last updated 1/2023
Duration: 18h45m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 4.89 GB
Genre: eLearning | Language: English
Last updated 1/2023
Duration: 18h45m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 4.89 GB
Genre: eLearning | Language: English
Technical Analysis (SMA and RSI), Time Series Analysis (ARIMA and GARCH), Machine Learning and Mean-Reversion Strategies