Handbook of financial econometrics and statistics/ (Record no. 186837)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00372nam a2200133Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781461477495 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.005195 |
| Item number | LEE/H |
| 245 #0 - TITLE STATEMENT | |
| Title | Handbook of financial econometrics and statistics/ |
| Statement of responsibility, etc. | edited by Cheng-Few Lee, John C. Lee |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New York: |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 4 v. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 440 ## - SERIES | |
| Title | (Springer reference) |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction to Financial Econometrics and Statistics <br/><br/>Experience, Information Asymmetry, and Rational Forecast Bias <br/><br/>An Overview of Modeling Dimensions for Performance Appraisal of Global Mutual Funds <br/><br/>Simulation as a Research Tool for Market Architects <br/><br/>Motivations for Issuing Putable Debt: An Empirical Analysis --<br/>Multi Risk-Premia Model of U.S. Bank Returns: An Integration of CAPM and APT <br/><br/>Non-Parametric Bounds for European Option Prices <br/><br/>Can Time-Varying Copulas Improve Mean-Variance Portfolio?- Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience <br/><br/>Market-Based Accounting Research (MBAR) Models: A Test of ARIMAX Modeling <br/><br/>An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management <br/><br/>Assessing Importance of Time-Series versus Cross-Sectional Changes in Panel Data: A Study of International Variations in Ex-Ante Equity Premia and Financial Architecture <br/><br/>Does Banking Capital Reduce Risk?: An Application of Stochastic Frontier Analysis and GMM Approach <br/><br/>Evaluating Long-Horizon Event Study Methodology <br/><br/>Effect of Unexpected Volatility Shocks on Intertemporal Risk-Return Relation <br/><br/>Combinatorial Methods for Constructing Credit Risk Ratings <br/><br/>Dynamic Interactions in the Taiwan Stock Exchange: A Threshold VAR Model <br/><br/>Methods of Denoising Financial Data <br/><br/>Analysis of Financial Time-Series using Wavelet Methods <br/><br/>Composite Goodness-of-Fit Tests for Left Truncated Loss Sample <br/><br/>Effect of Merger on the Credit Rating and Performance of Taiwan Security Firms <br/><br/>On-/off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets <br/><br/>Factor Copula for Defaultable Basket Credit Derivatives <br/><br/>Panel Data Analysis and Bootstrapping: Application to China Mutual Funds <br/><br/>Market Segmentation and Pricing of Closed-end Country Funds: An Empirical Analysis <br/><br/>A Comparison of Portfolios using Different Risk Measurements <br/><br/>Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study <br/><br/>Can We Use the CAPM as an Investment Strategy?: An Intuitive CAPM and Efficiency Test <br/><br/>Group Decision Making Tools for Managerial Accounting and Finance Applications <br/><br/>Statistics Methods Applied in Employee Stock Options <br/><br/>Structural Change and Monitoring Tests <br/><br/>Consequences of Option Pricing of a Long Memory in Volatility <br/><br/>Seasonal aspects of Australian electricity market <br/><br/>Pricing Commercial Timberland Returns in the United States <br/><br/>Optimal Orthogonal Portfolios with Conditioning Information <br/><br/>MultiFactor, MultiIndicator Approach to Asset Pricing: Method and Empirical Evidence <br/><br/>Binomial OPM, Black-Scholes OPM and Their Relationship: Decision Tree and Microsoft Excel Approach <br/><br/>Dividend Payments and Share Repurchases of U.S. Firms: An Econometric Approach <br/><br/>Term Structure Modeling and Forecasting Using the Nelson-Siegel Model <br/><br/>The intertemporal relation between expected return and risk on currency <br/><br/>Quantile Regression and Value-at-Risk <br/><br/>Earnings Quality and Board Structure: Evidence from South East Asia <br/><br/>Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination <br/><br/>Stochastic Volatility Structures and Intra-Day Asset Price Dynamics <br/><br/>Optimal Asset Allocation under VaR Criterion: Taiwan Stock Market <br/><br/>Applications of Switching Model in Finance and Accounting <br/><br/>Matched Sample Comparison Group Analysis <br/><br/>A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk Forecasting: Application to Equity Index Futures Markets <br/><br/>Computer Technology for Financial Service <br/><br/>Long-Run Stock Return and the Statistical Inference <br/><br/>Value-at-Risk Estimation via a Semi-Parametric Approach: Evidence from the Stock Markets <br/><br/>Modeling Multiple Asset Returns by a Time-Varying t Copula Model <br/><br/>Internet Bubble Examination with Mean-Variance Ratio <br/><br/>Quantile Regression in Risk Calibration <br/><br/>Strike Prices of Options for Overconfident Executives <br/><br/>Density and Conditional Distribution Based Specification Analysis <br/><br/>Assessing the Performance of Estimators Dealing with Measurement Errors<br/><br/>Realized Distributions of Dynamic Conditional Correlation and Volatility Thresholds in the Crude Oil, Gold and Dollar/Pound Currency Markets <br/><br/>Pre-IT Policy, Post-IT Policy, and the Real Sphere in Turkey <br/><br/>Determination of Capital Structure: A LISREL Model Approach <br/><br/>Evaluating the Effectiveness of Futures Hedging <br/><br/>Evidence on Earning Management by Integrated Oil and Gas Companies <br/><br/>A Comparative Study of Two Models SV with MCMC Algorithm <br/><br/>Internal Control Material Weakness, Analysts Accuracy and Bias, and Brokerage Reputation <br/><br/>What Increases Banks Vulnerability to Financial Crisis: Short-Term Financing or Illiquid Assets?- Accurate Formulae for Evaluating Barrier Options with Dividends Payout and the Application in Credit Risk Valuation <br/><br/>Pension Funds: Financial Econometrics on the Herding Phenomenon in Spain and the United Kingdom <br/><br/>Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective <br/><br/>Multi-Criteria Decision Making for Evaluating Mutual Funds Investment Strategies <br/><br/>Econometric Analysis of Currency Carry Trade <br/><br/>Analytical Bounds for Treasury Bond Futures prices <br/><br/>Rating Dynamics of Fallen Angels and their Speculative Grade-Rated Peers: Static vs. Dynamic Approach <br/><br/>Creation and Control of Bubbles: Managers Compensation Schemes, Risk Aversion, and Wealth and Short Sale Constraints <br/><br/>Range Volatility: A Review of Models and Empirical Studies <br/><br/>Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution <br/><br/>VAR Models: Estimation, Inferences, and Applications <br/><br/>Model Selection for High-Dimensional Problems <br/><br/>Hedonic Regression Models <br/><br/>Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence <br/><br/>Modeling Asset Returns with Skewness, Kurtosis, and Outliers <br/><br/>Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers: Combined Estimator Approach <br/><br/>A VG-NGARCH Model for Impacts of Extreme Events on Stock Returns <br/><br/>Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints <br/><br/>Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type <br/><br/>Stochastic Change-Point Models of Asset Returns and Their Volatilities <br/><br/>Unspanned Stochastic Volatilities and Interest Rate Derivatives Pricing <br/><br/>Alternative Equity Valuation Models <br/><br/>Time Series Models to Predict the Net Asset Value (NAV) of an Asset Allocation Mutual Fund VWELX <br/><br/>Discriminant Analysis and Factor Analysis: Theory And Method <br/><br/>Implied Volatility: Theory and Empirical Method <br/><br/>Measuring Credit Risk in a Factor Copula Model <br/><br/>Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods <br/><br/>A Dynamic CAPM with Supply Effect Theory and Empirical Results <br/><br/>A Generalized Model for Optimum Futures Hedge Ratio <br/><br/>Instrument Variable Approach to Correct for Endogeneity in Finance<br/><br/>Application of Poisson Mixtures in the Estimation of Probability of Informed Trading <br/><br/>CEO Stock Options and Analysts Forecast Accuracy and Bias <br/><br/>Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates <br/><br/>THE LE CHATELIER PRINCIPLE OF THE CAPITAL MARKET EQUILIBRIUM <br/><br/>Econometric Measures of Liquidity |
| 650 ## - SUBJECT | |
| Keyword | Econometrics |
| 650 ## - SUBJECT | |
| Keyword | Finance--Statistical methods |
| 650 ## - SUBJECT | |
| Keyword | Finance |
| 650 ## - SUBJECT | |
| Keyword | Economics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lee, Cheng-Few |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lee, John C |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection Type | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not For Loan | Reference Collection | Central Library, Sikkim University | Central Library, Sikkim University | Reference | 29/08/2016 | v.2 | 330.005195 LEE/H | P41851 | 23/09/2022 | Reference Books |