Posted by **arundhati** at Sept. 3, 2017

2017 | ISBN-10: 1785369946 | 296 pages | PDF | 6 MB

Posted by **ParRus** at June 3, 2016

WEBRip | English | MP4 + Project files | 960 x 540 | AVC ~154 kbps | 30.919 fps

AAC | 128 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | 25:23:27 | 3.9 GB

Learn mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. Apply these tools to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. Learn how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.

Posted by **Specialselection** at Feb. 15, 2014

English | 2009-07-21 | ISBN: 140391799X | 1424 pages | PDF | 8.2 mb

Posted by **Specialselection** at April 30, 2012

English | 2009-07-21 | ISBN: 140391799X | 1423 pages | PDF | 8.1 mb

Posted by **DZ123** at March 11, 2011

Publisher: Springer | ISBN: 3540765158 | edition 2008 | PDF | 408 pages | 3,9 mb

Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis.

Posted by **tot167** at March 25, 2010

Springer | 2009 | ISBN: 0387953760 | 770 pages | PDF | 4,4 MB

Posted by **tot167** at Dec. 28, 2009

Palgrave Macmillan | 2009 | ISBN: 140391799X | 1128 pages | PDF | 6,9 MB

Posted by **Landscap879** at Nov. 2, 2009

2004 | Pages: 144 | ISBN 8776812359 | Thomas Ander | PDF | 6 Mb

Subjects as basic probability and statistics, statistical inference with the simple and multiple regression model, dummy variables and auto correlation are explained.

Posted by **hill0** at Sept. 21, 2017

English | 27 May 2017 | ISBN: 0230243304 | 518 Pages | EPUB | 3.9 MB

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction,

Posted by **arundhati** at Aug. 22, 2017

2011 | ISBN-10: 0199576793 | 162 pages | PDF | 1 MB