Benzer Ürünler

Trade Finance In Turkey - Nuray Terzi,sadullah Çelik

< 1 hafta

Trendyol250.00 TL

Psc x Pilevneli x Tarık Töre - Finance Long Sleeve T-shirt

Beymen2200.00 TL

Econometrics: Methods&Applications

< 3 ay

D&R23.50 TL

Supply Chain Finance

< 3 ay

D&R2103.40 TL

Green and Sustainable Finance

< 3 ay

D&R1936.00 TL

Introduction to Public Finance

< 3 ay

D&R176.40 TL

Daha fazla

Satıcıdan aynı kategoride diğer ürünler

Portugues Facil

< 3 ay

D&R483.20 TL

Structure Evolution in Steels Of Railway Wheels at Manufacture and Operations

< 3 ay

D&R133.40 TL

Penguin Readers Level 4: The Mill on the Floss

< 3 ay

D&R182.00 TL

O Alquimista

< 3 ay

D&R593.60 TL

Gramatica Ativa 2

< 3 ay

D&R662.40 TL

Artezans: The Artezans of Forgotten Magic PROOF

< 3 ay

D&R0.80 TL

Ürün bilgileri

Financial time series including high frequency structures like jumps, spikes and stochastic volatility are usually modeled in an ad-hoc manner by stochastic differential equations together with Levy processes. Estimating the parameters and determining the jump size distributions do not have a precise and universally accepted method. Under these circumstances, complexities and confusions usually arise. This book, approaches to this issue from a very different angle through introducing an autocorrelation one process together with finite number of Fourier series terms. Introduction of Fourier series to estimate the dynamics of the process is not done in an ad-hoc manner or as done before in dealing with seasonality. Here the moving average is transformed to a 'moving and fluctuating' average by the help of Fourier series. Instead of adding jump structures to the model which makes the parameter estimation quite cumbersome, our model in discrete time can easily be transformed to a well-known mean reverting continuous time process. Moreover, our alternative model turned out to be a quite powerful and accurate forecasting technique.     )

Fiyat Geçmişi