Roberto S Mariano,
Yiu-Kuen Tse
ECONOMETRIC FORECASTING AND HIGH-FREQUENCY DATA ANALYSIS
Gebonden Engels 2008 9789812778956Levertijd ongeveer 11 werkdagen
Gratis verzonden
Samenvatting
This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research.
Specificaties
ISBN13:9789812778956
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:200
Uitgever:World Scientific Publishing Co Pte Ltd
Hoofdrubriek:, Inkoop en logistiek
Lezersrecensies
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Inhoudsopgave
Forecasting Uncertainty, Its Representation and Evaluation; The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling; Forecasting Seasonal Time Series; Car and Affine Processes; Multivariate Time Series Analysis and Forecasting.
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