Tahun Terbit

2014

A multivariate positive definite estimator of the integrated covariance matrix of noisy and asynchronously observed asset returns is proposed. We adopt a Bayesian Dynamic Linear Model where microstructure noise is interpreted as measurement error, and asynchronous trading as missing observations in an otherwise synchronous series. Missing observations are treated as any other parameter, as typ…

In this article, we compare the local asymptotic and finite sample power of two recently proposed recursive right-tailed Dickey�Fullertype tests for an explosive rational bubble in asset prices. It is shown that the power of the two tests can differ substantially depending on the location of the explosive regime, and whether such a regime ends in collapse. Since this information is typica…

Tahun Terbit

1991

ISBN/ISSN

979-421-106-0

Deskripsi Fisik

xiii, 339hlm.: ill; 22 cm

Judul Seri

Seri pustaka teknologi pendidikan no.8

No. Panggil

374 DAV m

Tahun Terbit

2002

ISBN/ISSN

979-685-275-6

Deskripsi Fisik

xii, 111p.; 24 cm.

No. Panggil

499.223 85 MED

Tahun Terbit

2014

Edisi

1

ISBN/ISSN

978-979-0253-20-9

Deskripsi Fisik

vi, 96 hlm.; illus.; 23 cm

No. Panggil

371.36 ANI c

Tahun Terbit

2012

Edisi

13

ISBN/ISSN

978-602-241-194-9

Deskripsi Fisik

xiv, 266p.: illus; 28 cm

No. Panggil

128 SAN l

Tahun Terbit

2011

Edisi

13

ISBN/ISSN

0-07-340344-1

Deskripsi Fisik

xix, 764 hlm.;Illus.; 28 cm

No. Panggil

570 MAD i

Tahun Terbit

2015

Edisi

-

ISBN/ISSN

978-602-1218-19-8

Deskripsi Fisik

xxvi, 322 hlm.; Illus.; 20 cm

No. Panggil

959.813 ALI a

Tahun Terbit

2001

Edisi

10

ISBN/ISSN

0-07-290966-8

Deskripsi Fisik

xvi, 443p.: iilus; 28 cm

No. Panggil

590 HIC l