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D�tails bibliographiques

Titre: Time Series Models: In econometrics, finance and other fields (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
�diteur: Chapman and Hall/CRC
Date de parution: 1996
Langue: anglais
ISBN � 10 chiffres: 041272930X
ISBN � 13 chiffres: 9780412729300
Reliure: Couverture rigide
�tat de l'article: Good

A propos de ce titre

Synopsis

The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.

� propos de l?auteur

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

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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