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
Forlag
World Scientific
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.