Contents Preface xvii Acknowledgments xxiii I INTRODUCTION AND BACKGROUND 1 1 Introduction 3 1.1 Causal Relationships and Ceteris Paribus Analysis 3 1.2 The Stochastic Setting and Asymptotic Analysis 4 1.2.1 Data Structures 4 1.2.2 Asympto...
Contents Preface xi 1 Definitions and rough detection of tail heaviness 1 1.1 Definitions and basic properties of classes of heavy-tailed distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
TABLE OF CONTENTS PREFACE SYMBOLS AND ABBREVIATIONS 1 PROBABILITY THEORY 1.1 RANDOM EVENTS AND THEIR PROBABILITIES 1 1.2 RANDOM VARIABLES 6 1.2.1 Basic Concepts 6 1.2.2 Discrete Random Variables 9 1.2.2.1 Numerical Parameter 9 1.2.2.2 Impo...
Advanced Studies in Theoretical and Applied Econometrics Vo l ume 4 6 Managing Editors: J. Marquez, The Federal Reserve Board, Washington, D.C., U.S.A A. Spanos, Virginia Polytechnic Institute and State University, Blacksburg, VA, U.S.A Ed...
Applied Stochastic Processes and Con Jump-Di usions: Modeling, Analys Computation FloydB. Hanson University ofIllinois Chicago,Illinois,USA John J. Westman MiamiUniversity Oxford, Ohio,USA April19,2003 siambook i i 2003/4/19 pageii i i ii...
Time Series: Theory and Methods (Springer Series in Statistics) By Peter J. Brockwell, Richard A. Davis Publisher: Springer Number Of Pages: 577 Publication Date: 1998-09-18 ISBN-10 / ASIN: 0387974296 ISBN-13 / EAN: 9780387974293 Binding:...
Editors: 1. Mark Last Ben-Gurion LIniversity of the Negeu, Israel 2.Abraham Kandel Zl-Auiv University, Israel University of South Florida, Tampa, LISA 3.Horst Bunke University of Bern, Switzerland Chapters: Chapter 1 Segmenting Time Series...
Content 1.Introduction 2.Markets and data 3.time series and interest 4.Adaptive data cleaning 5.Basic stylelize facts 6.modeling seasenal volatility 7.Realized volatility dynamic 8.Volatility process 9.Forecasting risk and return 10.Correl...
【书名】CRC Standard Probability and Statistics Tables and Formulae 【作者】by Daniel Zwillinger (Author), Stephen Kokoska (Author) 【出版社】CRC 【版本】1st Edition 【出版日期】1999 【文件格式】PDF 【页数】568 【ISBN出版号】1584880597 【...
书名】Introductory Real Analysis 【作者】by A. N. Kolmogorov (Author), S. V. Fomin (Author) 【出版社】Dover 【出版日期】1975 【文件格式】PDF 【页数】403 【ISBN出版号】0486612260 【资料类别】Real Analysis 【市面定价】10.85美元（Amazon Paper...
