Stavros Christadoulakis's Books

ARCH Models for Financial Applications

By: Evdokia Xekalaki,Stavros Degiannakis

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ARCH Models for Financial Applications

By: Evdokia Xekalaki,Stavros Degiannakis

Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique. Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation. Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented. Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the G@RCH module for the Ox software package, used in Estimating and Forecasting ARCH Models. Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages.

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Page Count

558

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470688025

ISBN 13

9780470688021

Advances in Informatics

By: Dimitrios I. Fotiadis,Stavros D. Nikolopoulos

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Advances in Informatics

By: Dimitrios I. Fotiadis,Stavros D. Nikolopoulos

This volume addresses the state-of-the-art and future directions of informatics. Several senior researchers and graduate students present their research and work here. The purpose of the book is to disseminate the latest scientific, engineering and technical information in various fields of informatics. It covers a wide range of subjects, from theoretical computer science, software engineering, systems and scientific computing to networking and applied research. The book can be used either as a reference for related scientific work or as educational material for advanced computer science courses.

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Page Count

364

Publisher

World Scientific

Published Date

ISBN 10

9810241925

ISBN 13

9789810241926

Research and Advanced Technology for Digital Libraries

9th European Conference, ECDL 2005, Vienna, Austria, September 18-23, 2005, Proceedings

By: Andreas Rauber,Stavros Christodoulakis,Min A Tjoa

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Research and Advanced Technology for Digital Libraries

9th European Conference, ECDL 2005, Vienna, Austria, September 18-23, 2005, Proceedings

By: Andreas Rauber,Stavros Christodoulakis,Min A Tjoa

Since its inception in 1997,the EuropeanConferenceon Researchand Advanced Technology for Digital Libraries (ECDL) has come a long way, creating a strong interdisciplinarycommunityofresearchersandpractitionersinthe?eldofdigital libraries. We are proud to present the proceedings of ECDL 2005, the ninth conference in this series, which, following Pisa (1997), Heraklion (1998), Paris (1999), Lisbon (2000), Darmstadt (2001), Rome (2002), Trondheim (2003), and Bath (2004), took place on September 18–23, 2005 in Vienna, Austria. ECDL 2005 featured separate calls for paper and poster submissions, resu- ing in 130 full papers and 32 posters being submitted to the conference. All - pers were subject to a thorough peer-review process, with an 87-person-strong Program Committee and a further 68 additional reviewers from 35 countries from basically all continents sharing the tremendous review load, producing - tween three and four detailed reviews per paper. Based on these, as well as on the discussion that took place during a one-week on-line PC discussion phase, 41 papers were ?nally selected for inclusion in the conference program during a 1. 5 day PC meeting, resulting in an acceptance rate of only 32%. Furthermore, 17 paper submissions were accepted for poster presentations with an additional 13 posters being accepted based on a simpli?ed review process of 2–3 reviews per poster from the poster submission track. Both the full papers as well as extended abstracts of the posters presented at ECDL 2005 are provided in these proceedings.

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Page Count

563

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540287671

ISBN 13

9783540287674

Book's by Stavros Christadoulakis

ARCH Models for Financial Applications

ARCH Models for Financial Applications

Advances in Informatics

Advances in Informatics

Research and Advanced Technology for Digital Libraries

Research and Advanced Technology for Digital Libraries

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