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Realized Volatility
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Elements of Financial Risk Management
The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. - Examines market risk, credit risk, and operational risk - Provides exceptional coverage of GARCH models - Features online Excel-based empirical exercises
Development Centre Studies Economic Opening and Growth in China
In this volume, the specific effect of foreign direct investment (FDI) inflows into China is measured quantitatively and estimated on a regional basis. The authors find that there is a much more complex relationship between such flows and growth overall than had hitherto been supposed.
State Space and Unobserved Component Models
A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
