Market Risk Analysis: Practical Financial Econometrics, Volume 2 by Carol Alexander

Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander ebook
Format: pdf
Page: 426
Publisher:
ISBN: 0470998016, 9780470771037

Carol Alexander, Market Risk Analysis: Practical Financial Econometrics (Volume 2) W..y | 2008 | ISBN: 0470998016 | 426 pages | File type: PDF | 3,4. Volume 2011 (2011), Article ID 708704, 12 pages As a result of this, GARCH has been applied to financial time series before the application of quantitative risk estimation techniques such as value at risk [2]. His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. Value at Risk 3rd Edition Philippe Jorion. Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. Function : maintain index/stock weekly volume . Function : maintain index volume . ŏ�考資料(Reference) : 7.4.Maintain Index/Stock(Week). Carol Alexander, "Market Risk Analysis: Practical Financial Econometrics (Volume 2)" Wiley | 2008 | ISBN: 0470998016 | 426 pages | PDF | 3,4 MBWritten through leading market ri. His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Market Risk Analysis II : Practical Financial Econometrics Carol Alexander 2. The focus of this paper is particularly on credit default swaps (CDS), as they have been highlighted as a potential source of systemic risk [3], and as such, the analysis of the marginal distribution of the credit default swap market merits further analysis. Market Risk Analysis is a series of four volumes: Volume I: Quantitative Methods in Finance Volume II: Practical Financial Econometrics Volume III: Pricing, Hedging and Trading Financial Instruments Volume IV: Value at Risk Models. 3.8.Decompose Single Risk Factor Risk . الكسندر كارول ، "تحليل مخاطر السوق: الأساليب الكمية في التمويل Carol Alexander, "Market Risk Analysis: Quantitative Methods in Finance (Volume 1)" W ey | 2008 | ISBN: 0470998008 | 320. Financial Risk Manager Handbook 5th edition. Ŋ�能: 維護指數/個股週線成交量.