The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.

�ber die Autorin bzw. den Autor

D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

The Saint Bookstore has a range of over 1 million titles available.

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

SB ONLINE LTD
50 Devonshire Road, Southport, PR9 7BZ, United Kingdom

Gesch�ftsbedingungen und Versandinformationen

Verkaufsbedingungen

Please order through the Abebooks checkout. We only take orders through Abebooks - We don't take direct orders by email or phone.

Refunds or Returns: A full refund of the purchase price will be given if returned within 30 days in undamaged condition.

As a seller on abebooks we adhere to the terms explained at http://www.abebooks.co.uk/docs/HelpCentral/buyerIndex.shtml - if you require further assistance please email us at orders@thesaintbookstore.co.uk

Widerrufsbelehrung

Versandbedingungen

Most orders usually ship within 1-3 business days, but some can take up to 7 days.

Versandkosten von Vereinigtes K�nigreich nach USA

Versandkosten von Vereinigtes K�nigreich nach USA
Bestellmenge	7 bis 28�Werktage	7 bis 28�Werktage
Erster Artikel	EUR 10.64	EUR 10.64

Die Versandzeiten werden von den Verk�uferinnen und Verk�ufern festgelegt. Sie variieren je nach Versanddienstleister und Standort. Sendungen, die den Zoll passieren, k�nnen Verz�gerungen unterliegen. Eventuell anfallende Abgaben oder Geb�hren sind von der K�uferin bzw. dem K�ufer zu tragen. Die Verk�uferin bzw. der Verk�ufer kann Sie bez�glich zus�tzlicher Versandkosten kontaktieren, um einen m�glichen Anstieg der Versandkosten f�r Ihre Artikel auszugleichen.