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An Em Based Algorith For Conditionally Heteroskedastic Factor Models
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Book Synopsis Macroeconometrics by : Kevin D. Hoover
Download or read book Macroeconometrics written by Kevin D. Hoover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.
Download or read book Journal of Econometrics written by and published by . This book was released on 2001 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Inference in the Social Sciences by : Ivan Jeliazkov
Download or read book Bayesian Inference in the Social Sciences written by Ivan Jeliazkov and published by John Wiley & Sons. This book was released on 2014-11-04 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents new models, methods, and techniques and considers important real-world applications in political science, sociology, economics, marketing, and finance Emphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology and examines an array of topics in model formulation, estimation, and applications. The book presents recent and trending developments in a diverse, yet closely integrated, set of research topics within the social sciences and facilitates the transmission of new ideas and methodology across disciplines while maintaining manageability, coherence, and a clear focus. Bayesian Inference in the Social Sciences features innovative methodology and novel applications in addition to new theoretical developments and modeling approaches, including the formulation and analysis of models with partial observability, sample selection, and incomplete data. Additional areas of inquiry include a Bayesian derivation of empirical likelihood and method of moment estimators, and the analysis of treatment effect models with endogeneity. The book emphasizes practical implementation, reviews and extends estimation algorithms, and examines innovative applications in a multitude of fields. Time series techniques and algorithms are discussed for stochastic volatility, dynamic factor, and time-varying parameter models. Additional features include: Real-world applications and case studies that highlight asset pricing under fat-tailed distributions, price indifference modeling and market segmentation, analysis of dynamic networks, ethnic minorities and civil war, school choice effects, and business cycles and macroeconomic performance State-of-the-art computational tools and Markov chain Monte Carlo algorithms with related materials available via the book’s supplemental website Interdisciplinary coverage from well-known international scholars and practitioners Bayesian Inference in the Social Sciences is an ideal reference for researchers in economics, political science, sociology, and business as well as an excellent resource for academic, government, and regulation agencies. The book is also useful for graduate-level courses in applied econometrics, statistics, mathematical modeling and simulation, numerical methods, computational analysis, and the social sciences.
Book Synopsis Dynamic Factor Models by : Siem Jan Koopman
Download or read book Dynamic Factor Models written by Siem Jan Koopman and published by Emerald Group Publishing. This book was released on 2016-01-08 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Book Synopsis Computational Science - ICCS 2006 by : Vassil N. Alexandrov
Download or read book Computational Science - ICCS 2006 written by Vassil N. Alexandrov and published by Springer. This book was released on 2006-05-10 with total page 1128 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is Volume IV of the four-volume set LNCS 3991-3994 constituting the refereed proceedings of the 6th International Conference on Computational Science, ICCS 2006. The 98 revised full papers and 29 revised poster papers of the main track presented together with 500 accepted workshop papers were carefully reviewed and selected for inclusion in the four volumes. The coverage spans the whole range of computational science.
Book Synopsis Advances in Quantitative Asset Management by : Christian Dunis
Download or read book Advances in Quantitative Asset Management written by Christian Dunis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since its inception in 1994, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers. The editor has chosen to concentrate on advances in quantitative asset management and, accordingly, the papers in this book are organized around two major themes: advances in asset allocation and portfolio management, and modelling risk, return and correlation.
Book Synopsis Recent Advances In Stochastic Modeling And Data Analysis by : Christos H Skiadas
Download or read book Recent Advances In Stochastic Modeling And Data Analysis written by Christos H Skiadas and published by World Scientific. This book was released on 2007-11-16 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the most recent applied and methodological issues in stochastic modeling and data analysis. The contributions cover various fields such as stochastic processes and applications, data analysis methods and techniques, Bayesian methods, biostatistics, econometrics, sampling, linear and nonlinear models, networks and queues, survival analysis, and time series. The volume presents new results with potential for solving real-life problems and provides novel methods for solving these problems by analyzing the relevant data. The use of recent advances in different fields is emphasized, especially new optimization and statistical methods, data warehouse, data mining and knowledge systems, neural computing, and bioinformatics.
Book Synopsis Computational Science - ICCS 2006 by :
Download or read book Computational Science - ICCS 2006 written by and published by Springer Science & Business Media. This book was released on 2006 with total page 1128 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Limited Market Participation and Volatility of Asset Prices by : Franklin Allen
Download or read book Limited Market Participation and Volatility of Asset Prices written by Franklin Allen and published by . This book was released on 1993 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Contents of Recent Economics Journals by :
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1998-06-19 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Factor Models in Finance by : John Knight
Download or read book Linear Factor Models in Finance written by John Knight and published by Elsevier. This book was released on 2004-12-01 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling.Linear Factor Models covers an important area for Quantitative Analysts/Investment Managers who are developing Quantitative Investment Strategies. Linear factor models (LFM) are part of modern investment processes that include asset valuation, portfolio theory and applications, linear factor models and applications, dynamic asset allocation strategies, portfolio performance measurement, risk management, international perspectives, and the use of derivatives. The book develops the building blocks for one of the most important theories of asset pricing - Linear Factor Modelling. Within this framework, we can include other asset pricing theories such as the Capital Asset Pricing Model (CAPM), arbitrage pricing theory and various pricing formulae for derivatives and option prices. As a bare minimum, the reader of this book must have a working knowledge of basic calculus, simple optimisation and elementary statistics. In particular, the reader must be comfortable with the algebraic manipulation of means, variances (and covariances) of linear combination(s) of random variables. Some topics may require a greater mathematical sophistication.* Covers the latest methods in this area.* Combines actual quantitative finance experience with analytical research rigour* Written by both quantitative analysts and academics who work in this area
Download or read book Comprehensive Chemometrics written by and published by Elsevier. This book was released on 2009-03-09 with total page 2880 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed to serve as the first point of reference on the subject, Comprehensive Chemometrics presents an integrated summary of the present state of chemical and biochemical data analysis and manipulation. The work covers all major areas ranging from statistics to data acquisition, analysis, and applications. This major reference work provides broad-ranging, validated summaries of the major topics in chemometrics—with chapter introductions and advanced reviews for each area. The level of material is appropriate for graduate students as well as active researchers seeking a ready reference on obtaining and analyzing scientific data. Features the contributions of leading experts from 21 countries, under the guidance of the Editors-in-Chief and a team of specialist Section Editors: L. Buydens; D. Coomans; P. Van Espen; A. De Juan; J.H. Kalivas; B.K. Lavine; R. Leardi; R. Phan-Tan-Luu; L.A. Sarabia; and J. Trygg Examines the merits and limitations of each technique through practical examples and extensive visuals: 368 tables and more than 1,300 illustrations (750 in full color) Integrates coverage of chemical and biological methods, allowing readers to consider and test a range of techniques Consists of 2,200 pages and more than 90 review articles, making it the most comprehensive work of its kind Offers print and online purchase options, the latter of which delivers flexibility, accessibility, and usability through the search tools and other productivity-enhancing features of ScienceDirect
Book Synopsis Unobserved Components and Time Series Econometrics by : Siem Jan Koopman
Download or read book Unobserved Components and Time Series Econometrics written by Siem Jan Koopman and published by Oxford University Press. This book was released on 2015 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
Book Synopsis Stochastic Volatility by : Neil Shephard
Download or read book Stochastic Volatility written by Neil Shephard and published by Oxford University Press, USA. This book was released on 2005 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This work brings together some of the main papers that have influenced this field, andshows that the development of this subject has been highly multidisciplinary.
Download or read book Resolving Spectral Mixtures written by and published by Elsevier. This book was released on 2016-08-13 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: Resolving Spectral Mixtures: With Applications from Ultrafast Time-Resolved Spectroscopy to Superresolution Imaging offers a comprehensive look into the most important models and frameworks essential to resolving the spectral unmixing problem—from multivariate curve resolution and multi-way analysis to Bayesian positive source separation and nonlinear unmixing. Unravelling total spectral data into the contributions from individual unknown components with limited prior information is a complex problem that has attracted continuous interest for almost four decades. Spectral unmixing is a topic of interest in statistics, chemometrics, signal processing, and image analysis. For decades, researchers from these fields were often unaware of the work in other disciplines due to their different scientific and technical backgrounds and interest in different objects or samples. This led to the development of quite different approaches to solving the same problem. This multi-authored book will bridge the gap between disciplines with contributions from a number of well-known and strongly active chemometric and signal processing research groups. Among chemists, multivariate curve resolution methods are preferred to extract information about the nature, amount, and location in time (process) and space (imaging and microscopy) of chemical constituents in complex samples. In signal processing, assumptions are usually around statistical independence of the extracted components. However, the chapters include the complexity of the spectral data to be unmixed as well as dimensionality and size of the data sets. Advanced spectroscopy is the key thread linking the different chapters. Applications cover a large part of the electromagnetic spectrum. Time-resolution ranges from femtosecond to second in process spectroscopy and spatial resolution covers the submicronic to macroscopic scale in hyperspectral imaging. Demonstrates how and why data analysis, signal processing, and chemometrics are essential to the spectral unmixing problem Guides the reader through the fundamentals and details of the different methods Presents extensive plots, graphical representations, and illustrations to help readers understand the features of different techniques and to interpret results Bridges the gap between disciplines with contributions from a number of well-known and highly active chemometric and signal processing research groups
Book Synopsis Host Bibliographic Record for Boundwith Item Barcode 30112033097202 and Others by :
Download or read book Host Bibliographic Record for Boundwith Item Barcode 30112033097202 and Others written by and published by . This book was released on 2013 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis British Reports, Translations and Theses by : British Library. Document Supply Centre
Download or read book British Reports, Translations and Theses written by British Library. Document Supply Centre and published by . This book was released on 1992 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt:
