Synopsis
One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.
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About the Author
Prashant Joshi is Professor and Head, Department ofManagement,Uka Tarsadia University. He workedwith Dept. of International Finance,I -ShouUniversity, Taiwan. He has obtained MBA(Fin) &Ph.D.(Economics).He has published several papers innational and international journals and authoredthree books on applications of statistics andeconometrics.
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Volatility and Volatility Models with R
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LAP LAMBERT Academic Publishing Jul 2014, 2014
ISBN 10: 365958018X
ISBN 13: 9783659580185
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease. 100 pp. Englisch. Seller Inventory # 9783659580185
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Volatility and Volatility Models with R
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Volatility and Volatility Models with R
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ISBN 10: 365958018X
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Volatility and Volatility Models with R
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Joshi PrashantPrashant Joshi is Professor and Head, Department ofManagement,Uka Tarsadia University. He workedwith Dept. of International Finance,I -ShouUniversity, Taiwan. He has obtained MBA(Fin) &Ph.D.(Economics).He has published . Seller Inventory # 5166268
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Volatility and Volatility Models with R
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VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2014
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Volatility and Volatility Models with R
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LAP LAMBERT Academic Publishing Jul 2014, 2014
ISBN 10: 365958018X
ISBN 13: 9783659580185
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease.Books on Demand GmbH, Überseering 33, 22297 Hamburg 100 pp. Englisch. Seller Inventory # 9783659580185
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Volatility and Volatility Models with R : Basics, Analysis and Modelling
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ISBN 10: 365958018X
ISBN 13: 9783659580185
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - One of the most important features of financial assets is the asset price volatility. Understanding volatility and its modelling has been subject matter of great concern for academicians, policy makers and practitioners. The objective of the book is to analyze and capture volatility using ARCH/GARCH classes of models and suggest the best model which explains volatility and its characteristics in a better way. The unique feature of the book is that it uses open source software R to analyse the data set. It implements various functions in R to carry out analysis. The data codes are given in the book. This will help researcher to analyse his/her data set with little bit of modification in the codes. The approach adopted in the book will facilitate any researcher to perform advanced time series data analysis at ease. Seller Inventory # 9783659580185
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Volatility and Volatility Models with R | Basics, Analysis and Modelling
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ISBN 13: 9783659580185
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Taschenbuch. Condition: Neu. Volatility and Volatility Models with R | Basics, Analysis and Modelling | Prashant Joshi | Taschenbuch | 100 S. | Englisch | 2014 | LAP LAMBERT Academic Publishing | EAN 9783659580185 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 105162047