Econometric Forecasting and High-Frequency Data Analysis

Editors: Roberto S. Mariano and Yiu-Kuen Tse

ISBN 10: 9812778950 / ISBN 13: 9789812778956

Verlag: World Scientific Publishing Company, 2008

Beschreibung

Very good condition. Minimal edgewear. All intact. No writing or marking. Not Ex-Library.

Bestandsnummer des Verkäufers 11523

Bibliografische Details

• Titel: Econometric Forecasting and High-Frequency Data Analysis
• Verlag: World Scientific Publishing Company
• Erscheinungsjahr: 2008
• Sprache: Englisch
• ISBN-10: 9812778950
• ISBN-13: 9789812778956
• Einband: Hardcover
• Zustand: Very Good
• Zustand des Schutzumschlags: No Jacket
• Verkäuferkataloge:
  • Math

Über diesen Titel

Inhaltsangabe

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.