Econometric Forecasting And High-frequency Data Analysis

Name: Econometric Forecasting And High-frequency Data Analysis
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812778956
Price: 116.21 EUR
Availability: InStock

Autor: Tse Yiu-kuen

Jazyk:

Väzba: Pevná

Vydavateľ: World Scientific Publishing Co Pte Ltd

Dostupnosť: 50 % šanca

Prehľadáme celý svet

116.21 €

This important book consists of surveys of high-frequency financial data analysis and econometric fo...

Informácie o knihe

Autor

Tse Yiu-kuen

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2008

Stránok

200

EAN

9789812778956

ISBN

9812778950

Enbook ID

05068961

Vydavateľ

World Scientific Publishing Co Pte Ltd

Hmotnosť

518

Rozmery

162 x 239 x 17

Kompletný popis

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.

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Econometric Forecasting And High-frequency Data Analysis

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