Econometric Forecasting And High-frequency Data Analysis

Name: Econometric Forecasting And High-frequency Data Analysis
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812778956
Price: 2808 CZK
Availability: InStock

Autor: Tse Yiu-kuen

Jazyk:

Vazba: Pevná

Vydavatel: World Scientific Publishing Co Pte Ltd

Dostupnost: 50 % šance

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This important book consists of surveys of high-frequency financial data analysis and econometric fo...

Informace o knize

Autor

Tse Yiu-kuen

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2008

Stránek

200

EAN

9789812778956

ISBN

9812778950

Enbook ID

05068961

Vydavatel

World Scientific Publishing Co Pte Ltd

Hmotnost

518

Rozměry

162 x 239 x 17

Kompletní popis

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.

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Econometric Forecasting And High-frequency Data Analysis

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Kompletní popis

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