Pelger Markus (9 results)
More imagesLanguage: German
Published by Schroedel Verlag GmbH; 1. Edition (1. Juli 2019) 2019
- Softcover
- First Edition
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
£ 23.18
Free ShippingShips from United Kingdom to U.S.A.Quantity: 11 available
Broschüre. Condition: New. 1.
More imagesLanguage: German
Published by Schroedel Verlag GmbH; 1. Edition (1. Juli 2019) 2019
- Softcover
- First Edition
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
£ 23.21
Free ShippingShips from United Kingdom to U.S.A.Quantity: 11 available
Broschüre. Condition: New. 1.
- Softcover
Seller: Buchpark, Trebbin, , GermanyBuchpark
Contact seller5-star sellerCondition: Used
£ 37.99
£ 90.65 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | A Simple Method for Predicting Covariance Matrices of Financial Returns makes three contributions. First, it proposes a new method for predicting the time-varying covariance matrix of a vector of financial returns, building on a specific co…variance estimator suggested by Engle in 2002. The second contribution proposes a new method for evaluating a covariance predictor, by considering the regret of the log-likelihood over some time period such as a quarter. The third contribution is an extensive empirical study of covariance predictors. The authors compare their method to other popular predictors, including rolling window, exponentially weighted moving average (EWMA) and generalized autoregressive conditional heteroscedastic (GARCH) type methods. After an introduction, Section 2 describes some common predictors, including the one that this method builds on. Section 3 introduces the proposed covariance predictor. Section 4 discusses methods for validating covariance predictors that measure both overall performance and reactivity to market changes. Section 5 describes the data used in the authors' first empirical studies and the results are provided in Section 6. The authors then discuss some extensions of and variations on the method, including realized covariance prediction (Section 7), handling large universes via factor models (Section 8), obtaining smooth covariance estimates (Section 9), and using the authors' covariance model to generate simulated returns (Section 10).
D Eins / D Eins - Deutsch, m. 1 Buch, m. 1 Beilage: Deutsch / Sch?lerband 6 (inkl. Medienpool)
Ackermann, Klaus; Bay, Wolfgang; Betzel, Dirk; Deetjen, Claudia; Droll, Hansjörg; Friedrich, Jenny; Fuhs, Maria; Hahn, Laura; Hinderer, Marcel; Inden, Britta; Kopp, Markus; Kraft, Franziska; Schönenberg, Stephanie; Skala, Marlene; Staiger, Michael; Schmitt, Ute; Tutt, Birgit; Pelger, Gregor; Henke, Roland; Petri, Thomas; Zielonka, Jasmin; Göttert, Jens; Michaeli, Birgit; Steinel, Janina; Schindler, Barbara; Seidler, Andreas; Siefert, Angelina; Kass, Christian; Happ, Franziska; Melzer, Florian; Esser, Luise; Hlebec , Hrvoje; Koch, Florian; Rautenberg, Iris; Heitlindemann , Franziska; Fischer, Katharina; Haldorn, Lucia; Hoffmann, Kerstin; Knott, Christina; Wielenberg, Dorothee; De Marino, Carolin; Thau, Pablo; Gigl, Claus; Abendgymnasium, Abendrealschule,; Guse, Klaus-Michael
- Hardcover
Seller: Majestic Books, Hounslow, , United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 47.42
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Condition: New.
D Eins / D Eins - Deutsch, m. 1 Buch, m. 1 Beilage: Deutsch / Sch?lerband 5 (inkl. Medienpool)
Ackermann, Klaus; Bay, Wolfgang; Betzel, Dirk; Deetjen, Claudia; Droll, Hansjörg; Friedrich, Jenny; Fuhs, Maria; Hahn, Laura; Hinderer, Marcel; Inden, Britta; Kopp, Markus; Kraft, Franziska; Schönenberg, Stephanie; Skala, Marlene; Staiger, Michael; Schmitt, Ute; Tutt, Birgit; Pelger, Gregor; Henke, Roland; Petri, Thomas; Zielonka, Jasmin; Göttert, Jens; Michaeli, Birgit; Steinel, Janina; Schindler, Barbara; Seidler, Andreas; Siefert, Angelina; Kass, Christian; Happ, Franziska; Melzer, Florian; Esser, Luise; Hlebec , Hrvoje; Koch, Florian; Rautenberg, Iris; Heitlindemann , Franziska; Fischer, Katharina; Haldorn, Lucia; Hoffmann, Kerstin; Knott, Christina; Wielenberg, Dorothee; De Marino, Carolin; Thau, Pablo; Gigl, Claus; Abendgymnasium, Abendrealschule,; Guse, Klaus-Michael
- Hardcover
Seller: Majestic Books, Hounslow, , United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 48.35
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Condition: New.
D Eins / D Eins - Deutsch, m. 1 Buch, m. 1 Beilage: Deutsch / Sch?lerband 6 (inkl. Medienpool)
Ackermann, Klaus; Bay, Wolfgang; Betzel, Dirk; Deetjen, Claudia; Droll, Hansjörg; Friedrich, Jenny; Fuhs, Maria; Hahn, Laura; Hinderer, Marcel; Inden, Britta; Kopp, Markus; Kraft, Franziska; Schönenberg, Stephanie; Skala, Marlene; Staiger, Michael; Schmitt, Ute; Tutt, Birgit; Pelger, Gregor; Henke, Roland; Petri, Thomas; Zielonka, Jasmin; Göttert, Jens; Michaeli, Birgit; Steinel, Janina; Schindler, Barbara; Seidler, Andreas; Siefert, Angelina; Kass, Christian; Happ, Franziska; Melzer, Florian; Esser, Luise; Hlebec , Hrvoje; Koch, Florian; Rautenberg, Iris; Heitlindemann , Franziska; Fischer, Katharina; Haldorn, Lucia; Hoffmann, Kerstin; Knott, Christina; Wielenberg, Dorothee; De Marino, Carolin; Thau, Pablo; Gigl, Claus; Abendgymnasium, Abendrealschule,; Guse, Klaus-Michael
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 55.79
£ 2.99 shippingShips within U.S.A.Quantity: 1 available
Condition: New.
D Eins / D Eins - Deutsch, m. 1 Buch, m. 1 Beilage: Deutsch / Sch?lerband 5 (inkl. Medienpool)
Ackermann, Klaus; Bay, Wolfgang; Betzel, Dirk; Deetjen, Claudia; Droll, Hansjörg; Friedrich, Jenny; Fuhs, Maria; Hahn, Laura; Hinderer, Marcel; Inden, Britta; Kopp, Markus; Kraft, Franziska; Schönenberg, Stephanie; Skala, Marlene; Staiger, Michael; Schmitt, Ute; Tutt, Birgit; Pelger, Gregor; Henke, Roland; Petri, Thomas; Zielonka, Jasmin; Göttert, Jens; Michaeli, Birgit; Steinel, Janina; Schindler, Barbara; Seidler, Andreas; Siefert, Angelina; Kass, Christian; Happ, Franziska; Melzer, Florian; Esser, Luise; Hlebec , Hrvoje; Koch, Florian; Rautenberg, Iris; Heitlindemann , Franziska; Fischer, Katharina; Haldorn, Lucia; Hoffmann, Kerstin; Knott, Christina; Wielenberg, Dorothee; De Marino, Carolin; Thau, Pablo; Gigl, Claus; Abendgymnasium, Abendrealschule,; Guse, Klaus-Michael
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 56.30
£ 2.99 shippingShips within U.S.A.Quantity: 1 available
Condition: New.
More imagesLanguage: German
Published by Schroedel Verlag GmbH; 1. Edition (1. Juli 2019) 2019
- Softcover
- First Edition
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
£ 14.54
£ 65.00 shippingShips from United Kingdom to U.S.A.Quantity: 11 available
Broschüre. Condition: New. 1.
More imagesLanguage: German
Published by Schroedel Verlag GmbH; 1. Edition (1. Juli 2019) 2019
- Softcover
- First Edition
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
£ 15.05
£ 65.00 shippingShips from United Kingdom to U.S.A.Quantity: 11 available
Broschüre. Condition: New. 1.
