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Author : Timothy Cogley
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Frequency Decomposition of Approximation Errors in Stochastic Discount Factor Models written by Timothy Cogley and published by . This book was released on 1997 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Uğur Soytaş
Publisher : Routledge
ISBN 13 : 1315459639
Total Pages : 736 pages
Book Rating : 4.3/5 (154 download)
Download or read book Routledge Handbook of Energy Economics written by Uğur Soytaş and published by Routledge. This book was released on 2019-09-23 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy consumption and production have major influences on the economy, environment, and society, but in return they are also influenced by how the economy is structured, how the social institutions work, and how the society deals with environmental degradation. The need for integrated assessment of the relationship between energy, economy, environment, and society is clear, and this handbook offers an in-depth review of all four pillars of the energy-economy-environment-society nexus. Bringing together contributions from all over the world, this handbook includes sections devoted to each of the four pillars. Moreover, as the financialization of commodity markets has made risk analysis more complicated and intriguing, the sections also cover energy commodity markets and their links to other financial and non-financial markets. In addition, econometric modeling and the forecasting of energy needs, as well as energy prices and volatilities, are also explored. Each part emphasizes the multidisciplinary nature of the energy economics field and from this perspective, chapters offer a review of models and methods used in the literature. The Routledge Handbook of Energy Economics will be of great interest to all those studying and researching in the area of energy economics. It offers guideline suggestions for policy makers as well as for future research.
Author : Marco Gallegati
Publisher : Springer
ISBN 13 : 3319070614
Total Pages : 271 pages
Book Rating : 4.3/5 (19 download)
Download or read book Wavelet Applications in Economics and Finance written by Marco Gallegati and published by Springer. This book was released on 2014-08-04 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An introductory paper by James Ramsey, providing a personal retrospective of a decade's research on wavelet analysis, offers an excellent overview over the field.
Author :
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (31 download)
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Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280838
Total Pages : 417 pages
Book Rating : 4.2/5 (32 download)
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
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ISBN 13 :
Total Pages : 316 pages
Book Rating : 4.:/5 (321 download)
Download or read book Economic Review written by and published by . This book was released on 1998 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lars Peter Hansen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Download or read book Assessing Specification Errors in Stochastic Discount Factor Models written by Lars Peter Hansen and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we develop alternative ways to compare asset pricing models when it is understood that their implied stochastic discount factors do not price all portfolios correctly. Unlike comparisons based on Chi-Square statistics associated with null hypotheses that models are correct, our measures of model performance do not reward variability of discount factors. One of our measures is designed to exploit fully the implications of arbitrage-free pricing of derivative claims. We demonstrate empirically the usefulness of our methods in assessing some alternative stochastic discount factor models that have been proposed in the literature.
Author : John Krainer
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (318 download)
Download or read book Returns on Illiquid Assets written by John Krainer and published by . This book was released on 1997 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Antúlio Neves Bomfim
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (318 download)
Download or read book Opportunistic and Deliberate Disinflation Under Imperfect Credibility written by Antúlio Neves Bomfim and published by . This book was released on 1998 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joe P. Mattey
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (318 download)
Download or read book Housing Prices and the (in)stability of Mortgage Prepayment Models written by Joe P. Mattey and published by . This book was released on 1998 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.0/5 ( download)
Download or read book Business Review written by and published by . This book was released on 1997 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 444 pages
Book Rating : 4.:/5 (31 download)
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Author : Mary Colleen Daly
Publisher :
ISBN 13 :
Total Pages : 42 pages
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Download or read book Earnings Mobility and Instability, 1969-1995 written by Mary Colleen Daly and published by . This book was released on 1997 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Glenn D. Rudebusch
Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (318 download)
Download or read book Policy Rules for Inflation Targeting written by Glenn D. Rudebusch and published by . This book was released on 1998 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 2548 pages
Book Rating : 4.:/5 (51 download)
Download or read book Social Sciences Index written by and published by . This book was released on 2001 with total page 2548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 2806 pages
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Download or read book Business Periodicals Index written by and published by . This book was released on 2001 with total page 2806 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
