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Market Risk Analysis: Practical Financial Econometrics, Volume 2 Carol Alexander
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Ŋ�能: 維護指數/個股週線成交量. His research and teaching interests concentrate on ship finance and investments, freight derivatives, shipping risk management and on the econometric analysis and modelling of shipping markets. Financial Risk Manager Handbook 5th edition. Market Risk Analysis II : Practical Financial Econometrics Carol Alexander 2. The focus of this paper is particularly on credit default swaps (CDS), as they have been highlighted as a potential source of systemic risk [3], and as such, the analysis of the marginal distribution of the credit default swap market merits further analysis. Volume 2011 (2011), Article ID 708704, 12 pages As a result of this, GARCH has been applied to financial time series before the application of quantitative risk estimation techniques such as value at risk [2]. Function : maintain index volume . Financial Risk Management · Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Market Risk Analysis - Practical Financial Econometrics, Volume 2 · Portfolio Risk Analysis. His research work has been published in international refereed “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. Please login or create a Free account to send your comments. Value at Risk 3rd Edition Philippe Jorion. Function : maintain index/stock weekly volume . Carol Alexander, Market Models: A Guide to Financial Data Analysis English | 2001 | ISBN: 0471899755 | 500 pages | Djvu | 5,8 MB Market Models provides an authoritative and up-to-date treat. 3.8.Decompose Single Risk Factor Risk . Volume II provides a detailed understanding of financial econometrics, with a unique focus on applications to asset pricing, fund management and market risk analysis. ŏ�考資料(Reference) : 7.4.Maintain Index/Stock(Week).