Thomas Hrad (6 results)
- Softcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
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US$ 66.51
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Paperback. Condition: Brand New. 80 pages. 8.66x5.91x0.19 inches. In Stock.
- Softcover
Seller: moluna, Greven, , Germanymoluna
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US$ 32.04
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Condition: New.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
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US$ 33.81
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Taschenbuch. Condition: Neu. Dynamics of exchange rate changes | Bayesian forecasting with dynamic linear models | Thomas Hrad | Taschenbuch | 80 S. | Englisch | 2015 | AV Akademikerverlag | EAN 9783639627831 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbi…eter: preigu.
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
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US$ 37.71
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a st…atic first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a. 80 pp. Englisch.
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static… first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 80 pp. Englisch.
- Softcover
- Print on Demand
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 37.71
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The objective of this book is to empirically evaluate the parameters which drive exchange rate changes. The analysis will be performed with a dynamic linear model in a Bayesian framework. It will be demonstrated how to get from a static…first order polynomial model to a dynamic regression model, incorporating the predictive parameters such as 'purchasing power parity', 'interest rate differentials' and 'volatility index'. Discussion will focus on how different currency pairs react on specific parameters. While analyzing data in the long-run as well as during the financial crisis from 2008-2009 it will become clear that specific parameters dominate specific business cycles. Putting all this information together the model will be compared to a simple trading strategy to show that using this model an investor can earn excess returns between 1.23% and 1.9% p.a.
