Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, 20, Part B)

ISBN 10: 0762312734 ISBN 13: 9780762312733

Edit� par Emerald Publishing Limited, 2006

Langue: anglais

Etat : Neuf Couverture rigide

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Titre

Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, 20, Part B)

�diteur

Emerald Publishing Limited

Date de parution

2006

Langue

anglais

ISBN � 10 chiffres

0762312734

ISBN � 13 chiffres

9780762312733

Reliure

Couverture rigide

�tat de l'article

New

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Synopsis

Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, and more.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

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