Time series models. in econometrics, finance and other fields, [papers given at the second Séminaire Européen de Statistique on Likelihood, Time Series, with Econometrics and other Applications, held at Nuffield College, Oxford from 13 - 17 December 1994].

Cox, D. R.:

ISBN 10: 041272930X / ISBN 13: 9780412729300

Edité par Chapman and Hall/CRC, 1996

Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. Sf 199 9780412729300 Sprache: Englisch Gewicht in Gramm: 550. N° de réf. du vendeur 2088178

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.

À propos de l?auteur: D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen

Détails bibliographiques

Titre : Time series models. in econometrics, finance...
Éditeur : Chapman and Hall/CRC
Date d'édition : 1996
Reliure : Couverture rigide
Edition : 1. ed.