Econometric Forecasting And High-frequency Data Analysis (e-bog) af -

Econometric Forecasting And High-frequency Data Analysis e-bog

366,80 DKK (inkl. moms 458,50 DKK)
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 Singapo...
E-bog 366,80 DKK
Forfattere Robert S Mariano, Mariano (redaktør)
Udgivet 4 marts 2008
Længde 200 sider
Genrer Econometrics and economic statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9789814472364
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.