Econometric Forecasting And High-Frequency Data Analysis - Couverture rigide

 
9789812778956: Econometric Forecasting And High-Frequency Data Analysis
Couverture rigide
ISBN 10 : 9812778950 ISBN 13 : 9789812778956
Editeur : World Scientific Publishing Co Pte Ltd, 2008

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2008
Langue
anglais
ISBN 10 
9812778950
ISBN 13 
9789812778956
Reliure
Relié
Nombre de pages
200
Éditeur
Tse Yiu-kuen, Mariano Robert S
Coordonnées du fabricant
non disponible
Personne responsable
non disponible