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008    110201s2010    enka    ob    000 0 eng d 
016 7  015678895|2Uk 
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049    RIDW 
050  4 HB141|b.N66 2010 
072  7 KCA|2bicssc 
072  7 KCH|2bicssc 
072  7 BUS021000|2bisacsh 
072  7 BUS069030|2bisacsh 
082 04 330.015195 
090    HB141|b.N66 2010 
245 00 Nonlinear modeling of economic and financial time-series /
       |cedited by Fredj Jawadi, William A. Barnett. 
264  1 Bingley, U.K. :|bEmerald,|c2010. 
300    1 online resource (xvii, 205 pages) :|billustrations. 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file|2rdaft 
490 1  International symposia in economic theory and econometrics,
       |x1571-0386 ;|v20 
504    Includes bibliographical references. 
505 0  Introduction / Fredj Jawadi, William A. Barnett -- ch. 1. 
       Collateralizable wealth, asset returns, and systemic risk 
       : international evidence / Ricardo M. Sousa -- ch. 2. 
       Nonlinear stock market links between Mexico and the world 
       / Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 3. Dynamic 
       linkages between global macro hedge funds and traditional 
       financial assets / Wafa Kammoun Masmoudi -- ch. 4. Copula 
       theory applied to hedge funds dependence structure 
       determination / Rania Hentati, Jean-Luc Prigent -- ch. 5. 
       European exchange rate credibility : an empirical analysis
       / Iuliana Matei -- ch. 6. Oil prices and exchange rates : 
       some new evidence using linear and nonlinear models / 
       Mohamed El Hedi Arouri, Fredj Jawadi -- ch. 7. Sources of 
       European growth externalities : a two-step approach / 
       Sébastien Pommier, Fabien Rondeau -- ch. 8. Alternative 
       methods for forecasting GDP / Dominique Guégan, Patrick 
       Rakotomarolahy -- ch. 9. GARCH models with CPPI 
       application / Hachmi Ben Ameur. 
520    Within the subprime crisis (2007) and the recent global 
       financial crisis of 2008-2009, we have observed 
       significant decline, corrections and structural changes in
       most US and European financial markets. Furthermore, it 
       seems that this crisis has been rapidly transmitted toward
       the most developed and emerging countries and has strongly
       affected the whole economy. This volume aims to present 
       recent researches in linear and nonlinear modelling of 
       economic and financial time-series. The several 
       discussions of empirical results of its chapters clearly 
       help to improve the understanding of the financial 
       mechanisms inherent to this crisis. They also yield an 
       important overview on the sources of the financial crisis 
       and its main economic and financial consequences. The book
       provides the audience a comprehensive understanding of 
       financial and economic dynamics in various aspects using 
       modern financial econometric methods. It addresses the 
       empirical techniques needed by economic agents to analyze 
       the dynamics of these markets and illustrates how they can
       be applied to the actual data. It also presents and 
       discusses new research findings and their implications. 
588 0  Print version record. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Econometric models.|0https://id.loc.gov/authorities/
       subjects/sh85040762 
650  0 Time-series analysis.|0https://id.loc.gov/authorities/
       subjects/sh85135430 
650  7 Econometric models.|2fast|0https://id.worldcat.org/fast/
       901567 
650  7 Time-series analysis.|2fast|0https://id.worldcat.org/fast/
       1151190 
655  0 Electronic books. 
655  4 Electronic books. 
700 1  Jawadi, Fredj.|0https://id.loc.gov/authorities/names/
       n2009042468 
700 1  Barnett, William A.|0https://id.loc.gov/authorities/names/
       n80133687 
776 08 |iPrint version:|aInternational Symposium in Computational
       Economic and Finance (1st : 2010 : Sūsah, Tunisia).
       |tNonlinear modeling of economic and financial time-
       series.|b1st ed.|dBingley, UK : Emerald, 2010
       |z9780857244895|w(OCoLC)671699911 
830  0 International symposia in economic theory and econometrics
       ;|0https://id.loc.gov/authorities/names/n86735086|v20. 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=351748|zOnline eBook. Access restricted to 
       current Rider University students, faculty, and staff. 
856 42 |3Instructions for reading/downloading this eBook|uhttp://
       guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d20160616|cEBSCO|tebscoebooksacademic|lridw 
994    92|bRID