Statistical modeling in finance conference 2006

guest editors: Elyas Elyasiani, A. Thavaneswaran and Jagbir Singh

This e-book contains papers from the 2006 Statistical Modelling in Finance conference. Using the historical hurricane forecasts of Dr. William M. Gray, the editorial identifies the problem of using "black-box" methods in catastrophe forecasting, and emphasises the value of independent peer review

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Year of publication:	c2006
Other Persons:	Elyasiani, Elyas (contributor) ; Thavaneswaran, A. (contributor) ; Singh, Jagbir (contributor)
Publisher:	Bradford, England : Emerald Group Publishing
Subject:	Finanzmarkt \| Financial market \| Theorie \| Theory \| Statistische Methodenlehre \| Statistical theory \| Statistische Methode \| Statistical method \| Ökonometrie \| Econometrics

Extent:	Online-Ressource (123 p)
Series:	The Journal of Risk Finance ; 7, no. 5
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record Cover; CONTENTS; EDITORIAL ADVISORY BOARD; About the Guest Editors; Catastrophe forecasting: seeing "gray" among the "black boxes"; Dynamic monitoring of financial intermediaries with subordinated debt; The estimation of nominal and real yield curves from government bonds in Israel; Fuzzy random-coefficient volatility models with financial applications; Financial applications of ARMA models with GARCH errors; Parsimonious principle of GARCH models: a Monte-Carlo approach; Approximating the growth optimal portfolio with a diversified world stock index; Electronic reproduction; Available via World Wide Web
ISBN:	978-1-84663-236-5 ; 978-1-84663-236-5
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012673534