The Econometric Modelling of Financial Time Series

  Terence C. Mills University of Hull

This book provides detailed coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also at graduate students wishing to research in financial markets.

 

The book is divided into two main sections, covering univariate models, and econometric and multivariate techniques respectively. In the former, the areas covered include linear and non-linear stochastic models, random walk, unit root tests, GARCH models, deterministic chaos, trend reversion, and bubbles. In the latter, regression models, time varying parameter models, the Kalman filter, vector autoregressions, present value models, and cointegration are discussed.

 

Clichés

§ the book provides detailed coverage of the variety of models

§ the book is aimed at

§ the book is divided into two main sectors: in the former the areas covered

include…; in the latter… are discussed

 

 

Pattern 10

Econometric Society Monographs

Estimation, Inference, and Specification Analysis

Halbert White, University of California, San Diego

This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation and properties of likelihood-based methods of statistical estimation and inference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models, and gives the conditions under which parameters of interest can be insistently estimated despite misspecification. He then investigates the limiting distribution of the MLE under misspecification, the conditions under which MLE efficiency is not affected despite misspecification, and the consequences of misspecification for hypothesis testing and estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated, and offers a variety of tests for misspecification. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.

 

Clichés

§ the book examines

§ professor  White first explores …, treats …, gives…, then investigates …

§ explores the underlying motivation

§ treats the interpretation

§ gives the conditions under which

§ the analysis concludes with an examination of methods

 

 

Pattern 11

Gene Boccialetti

  IT TAKES TWO

  MANAGING YOURSELF WHEN WORKING WITH BOSSES AND OTHER

AUTHORITY FIGURES

It Takes Two presents a fresh perspective on the relationship between manager and managed, telling not how to manage your boss but how to manage yourself in the relationship with your boss.

  The author's unique perspective on self-awareness and personal development can be applied to a wide variety of organizations. Based on extensive quantitative and qualitative research including a base of more than seven hundred managers — interviews and self-analysis data with dozens of managers — this book maps the patterns of people's responses to authority relations and provides guidance on how to change yourself and the relationship to be more effective, satisfying, and productive. Drawing on examples from both business and politics — including such notable political figures as Oliver North and Rona Reagaon — Gene Boccialett describes the three orientations in management relationships — accommodating, autonomous, adversarial — and shows how it identify one's own style and determines how well and under what circumstances it does and doesn’t work.

“As we move swiftly toward the year 2000 it seems that all the comfortable timeworn assumptions and paradigms are no longer valid. Employees and their managers are constantly being asked to assume more and more responsibility — including managing their own careers. It Takes Two is insightful, timely, and should be a must -read guidebook for all those who are hoping to succeed in the fast-paced ever changing global workplace of the future.” — Judith Oppenheir vice president, human resources, Avid Technology

CONTENTS

1. Managing Yourself, Not the Boss: A Look at Your Style 2. Sharing Power with Your Boss: Questions of Diference 3. Being Up Close and Personal with Your Boss: Issues of Distance.
4….

AUTHOR…

 

Clichés

§ to present a fresh perspective on smth

§ the author’s unique perspective on smth

§ based on extensive quantitative and qualitative research

§ to map the patterns of smth \ the book maps…

§ to provide guidance on how to do smth

§ drawing on examples from

§ the author describes

§ the author shows how to determine

§ insightful book

§ timely book

§ a must- read guidebook

 

Pattern 12

Team Effectiveness and Decision Making in   Organizations

The seventh book in the Frontiers of Industrial and Organizational Psychology Series, sponsored by the Society for industrial and Organizational Psychology, a division of the American Psychological Association

Richard A.Guzzo, Eduardo Salas, and Associates

 

Written for researchers, educators, practitioners, and serious students of the team phenomenon, Team Effectiveness and Decision Making in Organizations provides the latest research perspective on teams: their nature, their function, their effectiveness, their decision-making processes, and their ability to change the face of organizational life. Using a variety of methodologies, twenty-two leading researchers from the fields of management and social, industrial, and organizational psychology examine team-based projects worldwide, bringing their expertise to bear on core issues from member selection to conflict management to measuring productivity. In eleven ground-breaking chapters, the book investigates processes and external factors that affect critical decision making in teams and presents tested models and methods for improving team effectiveness in any organizational context.

CONTENTS

1. Introduction 2. Measuring and managing for Team Performance 3. …

AUTHORS…

Clichés

§ written for researchers \ educators \ practitioners \ students

§ to provide the latest research perspective on smth

§ to use a variety of methodologies

§ to bring smb’s expertise to do smth

§ to bear on core issues

§ to present tested models and methods

§ to investigate smth

§ to examine smth

§ ground-breaking chapters

 

 

Pattern 13