Read and Download eBook Full
Author: George Baca
Publisher: ReadHowYouWant.com
Published: 2010-05-07
Total Pages: 470
ISBN-13: 1458755576
DOWNLOAD EBOOKSince the 1950s, anthropologist Sidney W. Mintz has been at the forefront of efforts to integrate the disciplines of anthropology and history. Author of Sweetness and Power: The Place of Sugar in Modern History and other groundbreaking works, he was one of the first scholars to anticipate and critique globalization studies. However, a strong...
Author: Apostolos Serletis
Publisher: World Scientific
Published: 2007-04-27
Total Pages: 304
ISBN-13: 981447617X
DOWNLOAD EBOOKBringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:• applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis• presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles• uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities• explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets• applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)
Author: Robert J. Hodrick
Publisher: CRC Press
Published: 2023-08-18
Total Pages: 190
ISBN-13: 1000943380
DOWNLOAD EBOOKThis book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author: Jennifer M. Gidley
Publisher: Oxford University Press
Published: 2017-03-16
Total Pages: 185
ISBN-13: 0191054240
DOWNLOAD EBOOKFrom the beginning of time, humans have been driven by both a fear of the unknown and a curiosity to know. We have always yearned to know what lies ahead, whether threat or safety, scarcity or abundance. Throughout human history, our forebears tried to create certainty in the unknown, by seeking to influence outcomes with sacrifices to gods, preparing for the unexpected with advice from oracles, and by reading the stars through astrology. As scientific methods improve and computer technology develops we become ever more confident of our capacity to predict and quantify the future by accumulating and interpreting patterns form the past, yet the truth is there is still no certainty to be had. In this Very Short Introduction Jennifer Gidley considers some of our most burning questions: What is "the future "?; Is the future a time yet to come?; Or is it a utopian place?; Does the future have a history?; Is there only one future or are there many possible futures? She asks if the future can ever be truly predicted or if we create our own futures - both hoped for and feared - by our thoughts, feelings, and actions, and concludes by analysing how we can learn to study the future. ABOUT THE SERIES: The Very Short Introductions series from Oxford University Press contains hundreds of titles in almost every subject area. These pocket-sized books are the perfect way to get ahead in a new subject quickly. Our expert authors combine facts, analysis, perspective, new ideas, and enthusiasm to make interesting and challenging topics highly readable.
Author: Wayne Ferson
Publisher: MIT Press
Published: 2019-03-12
Total Pages: 497
ISBN-13: 0262039370
DOWNLOAD EBOOKAn introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author: Robert J. Hodrick
Publisher: CRC Press
Published: 2023-08-18
Total Pages: 198
ISBN-13: 1000950026
DOWNLOAD EBOOKThis book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author: Victor Basili
Publisher: Springer
Published: 2007-06-11
Total Pages: 209
ISBN-13: 3540713018
DOWNLOAD EBOOKThis book constitutes the thoroughly refereed post-proceedings of the International Dagstuhl-Seminar on Empirical Software Engineering, held in Dagstuhl Castle, Germany in June 2006. The 54 revised full papers in this state-of-the-art survey are organized in topical sections on the empirical paradigm, measurement and model building, technology transfer and education, as well as roadmapping.
Author: R. Hodrick
Publisher: Routledge
Published: 2014-05-01
Total Pages: 185
ISBN-13: 1136455213
DOWNLOAD EBOOKFirst Published in 2001. Routledge is an imprint of Taylor & Francis, an informa company.
Author: Klaus Kobold
Publisher: Walter de Gruyter
Published: 2011-07-22
Total Pages: 341
ISBN-13: 311090330X
DOWNLOAD EBOOKAbove all the study is intended to shed more light on the following questions: - the functioning of interest rate futures markets, - the behaviour and transactions of economic agents in these markets, -factors determining the results of transactionsin interest rate future markets. Above we argued that these markets emerged in an environment of fluctuating interest rates to provide traders in financial markets with an instrument to deal with the risk stemming from unexpected price changes. It will be this hedging aspect of interest rate futures markets on which the following research is concentrated. The main points to be investigated are: - to what extent interest rate risk is reduced or even abolished, - the effects of futures trading in interest-bearing securities on risk and return of single assets and portfolios, - the consequences on the situation of participants in capital markets, - optimal strategies to reduce the exposure to interest rate risk.
Author: Andreas Lösch
Publisher: Springer VS
Published: 2019-11-13
Total Pages: 237
ISBN-13: 9783658271541
DOWNLOAD EBOOKThe exploration of ways to conceptualize the shaping of the present by socio‐technical futures is the aim of this volume. Therefore it brings together contributions from Science and Technology Studies and Technology Assessment, which focus all on the question how socio-technical images of the future shape present processes of innovation and transformation starting from empirical case studies and generalizing specific findings or by tackling conceptual questions from the outset. A white paper of 23 authors, which aims to sensitize researchers and practitioners completes the volume.
