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Stochastic Volatility
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I : Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P.K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes : A Study of Daily Sugar P.
Progress in Pathology: Volume 7
Progress in Pathology reviews many aspects of pathology, describing issues of everyday diagnostic relevance and the mechanisms underlying some of these processes. Each volume in the series reviews a wide range of topics and recent advances in pathology of relevance to daily practice, keeping consultants, trainees, laboratory staff and researchers abreast of developments as well as providing candidates for the MRCPath and other examinations with answers to some of the questions they will encounter. Highly illustrated in full colour, topics covered in this volume include: Immunohistochemistry as a diagnostic aid in gynaecological pathology, Drug induced liver injury, Childhood lymphoma, Immune responses to tumours, Post-mortem imaging, Understanding the Human Tissue Act 2004 and much more. Volume 7 of Progress in Pathology will be an essential addition to the shelves and laboratory benches of every practising pathologist.
Stochastic Volatility
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blending to produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor connects the papers with the literature.
State Space and Unobserved Component Models
A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
Unobserved Components and Time Series Econometrics
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering.
The Methodology and Practice of Econometrics
Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.
Continuous Time Approach to Financial Volatility
The idea of this book is to explain how Levy processes can be used to study some problems in finance. The necessary technology is motivated and justified in an opening chapter, and is then followed by chapters explaining the mathematics and computational aspects of the subject. The heart of the book describes applications, with further mathematical ideas introduced as and when needed. The authors cover new ideas not presented in book form before, blending theory and practice, and this account will be of value to all those working in mathematical finance, financial econometrics, probability and statistics."
Balance Function Assessment and Management, Third Edition
THE BEST-SELLING BOOK ON THE TOPIC! The third edition of Balance Function Assessment and Management, the leading textbook on the subject, continues to comprehensively address the assessment and treatment of balance system impairments through contributions from top experts in the areas of dizziness and vertigo. Designed for use in graduate audiology programs and by practicing audiologists, this is also a valuable text for those in the fields of physical therapy, otolaryngology, and neurology. New to the Third Edition: * Reorganized with the expertise of four additional Editors: Kamran Barin, PhD, Robert F. Burkard, PhD, Kristen Janky, AuD, PhD, and Devin L. McCaslin, PhD * Three new chapters:...
Progress in Pathology: Volume 6
The sixth volume in this renowned series builds upon the popularity and success of previous volumes.
Kangaroos
This book examines the ecology and management of kangaroos and shows how they interact with their own environment and with that shaped by sheep grazing and the wool industry. It presents the results of intensive and detailed studies of feeding behaviour, movement and habitat utilisation, body condition and population dynamics, weather and plant growth.
