Fondul de carte al Bibliotecii BNR se regăsește integral în catalogul on-line.
Pentru a realiza o căutare utilizați unul dintre următoarele criterii: titlul sau cuvinte din titlu, autorul, subiectul, locul apariției, editura, anul apariției, ISBN.
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Neural networks and the financial markets : predicting, combining and portofolio optimisation2002»»»
Shadbolt, Jimmy
Taylor, John G.
Adcock, Chris
Attew, David
Nazarika, Neep
Larsson, Sebastian
Towers, Neville
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New approaches to monetary economics : proceedings of the second international symposium in economic theory and econometrics2008»»»
Barnett, William A.
Singleton, Kenneth J.
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Nonlinear and related panel data models»»»
Greene, William
Zhang, Qiushi
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Nonlinear models and forecasting2002»»»
Tsay, Ruey S.
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Nonparametric econometrics : theory and practice2007»»»
Li, Qi
Racine, Jeffrey Scott
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Nonparametric estimation and inference for panel data models»»»
Parmeter, Christopher F.
Racine, Jeffrey Scott
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O demonstratie folosind teoria multimilor fuzzy a teoremei de imposibilitate a agregarii indicatorilor»»»
Paun, Gheorghe
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Oligopoly : old ends - new means2011»»»
Puu, Tonu
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Option Pricing2009»»»
Kallsen, Jan
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Ornstein-Uhlenbeck processes and extensions2009»»»
Maller, Ross A.
Muller, Gernot
Szimayer, Alex
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Panel cointegration techniques and open challenges»»»
Pedroni, Peter
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Panel data analysis based on lab evidence in auction market experiments»»»
Kosmopoulou, Georgia
Nedelescu, Daniel
Rehbein, Fletcher
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Panel data econometrics2003»»»
Arellano, Manuel
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Panel data econometrics : empirical applications2019»»»
Tsionas, Mike G.
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Panel data econometrics : theory2019»»»
Tsionas, Mike G.
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Panel data in banking : research issues and data peculiarities»»»
Humphrey, David B.
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Panel vector autoregressions with binary data»»»
Honore, Bo E.
Kyriazidou, Ekaterini
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Parameter estimation and practical aspects of modeling stochastic volatility2009»»»
Jungbacker, Borus
Koopman, Siem Jan
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Parametric inference for discretely sampled stochastic differential equations2009»»»
Sorensen, Michael
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Predictable uncertainty in economic forecasting2002»»»
Ericsson, Neil R.
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Previziune economica : elemente de macroeconomie1998»»»
Caracota, Dumitrache
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Probabilistic properties of stocastic volatility models2009»»»
Davis, Richard A.
Mikosch, Thomas
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RATS handbook to accompany introductory econometrics for finance2009»»»
Brooks, Chris
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Readings in unobserved components models2005»»»
Harvey, Andrew C.
Proietti, Tommaso
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Realized volatility2009»»»
Andersen, Torben G.
Benzoni, Luca
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Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies2007»»»
Resti, Andrea
Sironi, Andrea
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Risk topography : systemic risk and macro modeling2014»»»
Brunnermeier, Markus K.
Krishnamurthy, Arvind
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Semiparametric and nonparametric ARCH modeling2009»»»
Linton, Oliver Bruce
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Sequential monitoring of optimal portofolio weights2008»»»
Golosnoy, Vasyl
Schmid, Wolfgang
Okhrin, Iryna
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Simulari in afaceri2005»»»
Luban, Florica
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Small sample estimation and stochastic simulation of an econometric model1986»»»
Ahlstedt, Monica
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Some econometric issues in measuring the monetary transmission mechanism with an application to developing countries2003»»»
Boyd, Derick
Smith, Ron
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Statistical approaches to modeling and forecasting time series2002»»»
Pedregal, Diego J.
Young, Peter C.
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Stochastic volatility : origins and overview2009»»»
Shepard, Neil
Andersen, Torben G.
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Stochastic volatility models with long memory2009»»»
Hurvich, Clifford M.
Soulier, Philippe
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Structural macroeconometrics2007»»»
DeJong, David N.
Dave, Chetan
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Teorie si practica econometrica2007»»»
Voineagu, Vergil
Ghita, Simona
Titan, Emilia
Todose, Daniela
Pele, Daniel Traian
Serban, Radu
Boboc, Cristina
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Testing and correcting for endogeneity in nonlinear unobserved effects models»»»
Lin, Wei
Wooldridge, Jeffrey M.
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Testing forecast accuracy2002»»»
Mariano, Roberto S.
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The ABCs of RBCs : an introduction to dynamic macroeconomic models2008»»»
McCandless, George
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The European sovereign debt crisis and its impacts on financial markets2015»»»
Tamakoshi, Go
Hamori, Shigeyuki
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The Oxford handbook of bayesian econometrics2011»»»
Geweke, John
Koop, Gary
van Dijk, Herman K.
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The cointegrated VAR model : methodology and applications2006»»»
Juselius, Katarina
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The econometric modelling of financial time series1999»»»
Mills, Terence C.
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The econometrics of individual risk : credit, insurance, and marketing2007»»»
Gourieroux, Christian
Jasiak, Joann
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The econometrics of macroeconomic modelling2005»»»
Bardsen, Gunnar
Eitrheim, Oyvind
Jansen, Eilev S.
Nymoen, Ragnar
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The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K.2002»»»
Camba-Mendez, Gonzalo
Kapetanios, George
Weale, Martin R.
Smith, Richard J.
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The foreign exchange market : empirical studies with high-frenquency data2000»»»
Goodhart, Charles A. E.
Payne, Richard G.
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The policy rule mix: a macroeconomic policy evaluation2001»»»
Taylor, John B.
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The rationality and efficiency of individuals' forecasts2002»»»
Stekler, H. O.
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