ECONOMETRIC FORECASTING AND HIGH-FREQUENCY DATA ANALYSIS (Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore)
ISBN 10: 9812778950 ISBN 13: 9789812778956
Verlag: World Scientific Publishing Comp, 2008
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hardcover
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Inhaltsangabe:
This book consists of surveys of high-frequency financial data analysis and econometric forecasting. 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 Sciences, 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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Bibliografische Details
Titel: ECONOMETRIC FORECASTING AND HIGH-FREQUENCY ...
Verlag: World Scientific Publishing Comp
Erscheinungsdatum: 2008
Einband: hardcover
Zustand: Very Good