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OverviewFull Product DetailsAuthor: William S. MalliosPublisher: Springer Imprint: Springer Dimensions: Width: 15.50cm , Height: 1.90cm , Length: 23.50cm Weight: 0.641kg ISBN: 9780792377139ISBN 10: 0792377133 Pages: 294 Publication Date: 31 December 1999 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Hardback Publisher's Status: Active Availability: Out of stock  The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available. Table of ContentsIntroduction: A Variety of Betting Lines.- I Models, Moralities, and Misconceptions.- II Modeling Concepts.- III Football.- IV Basketball.- V Baseball.- VI Selection of Athletes.- VII Financial Markets.- A.1 Time Series Analysis: Overview of Arma, Bilinear, and Higher Order Models.- A.1.1 Preliminary Comments.- A.1.2 Overview of Autoregressive Moving Average (ARMA) Models.- A.1.3 Overview of Bilinear Models.- A.1.4 Approaches to Modeling Heteroskedasticity Through Time Varying Coefficients.- A.1.5 Autoregressive Conditional Heteroskedasticity.- A.1.6 Generalized Autoregressive Conditional Heteroskedasticity.- A.1.7 ARMA Models with GARCH Errors.- A.1.8 Model Misspecification.- A.1.9 Least Squares Estimation for Non-Varying Coefficients.- A.1.10 Empirical Bayes Estimation for Time Varying Coefficients.- A.2 Multiple Time Series Equations.- A.2.1 Models Based on Wold’s Decomposition Theorem.- A.2.2 Multiple, Higher-Order Systems of Time Series Equations.- A.2.3 Extensions to Rational Expectations.- A.2.4 Classification of Events According to Observed Outcomes and States of Nature in Currency Markets.- A.3 Quantification of Structural Effects in Regression Systems.- A.3.1 Preliminary Comments.- A.3.2 Structural and Reduced Systems: Exploratory Models and Assumptions.- A.3.3 Increasing Efficiency Through Restricted Systems: Adjustments for Intra Sample Biases.- A.3.4 Estimation in Structural Systems.- A.3.5 Examples of Model Ambiguity in Structural Systems.- A.3.6 Structural Experimental Design Reconsidered.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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