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Econometric forecasting and high-frequency data analysis /
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...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2008.
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| Colección: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 13. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 w. |
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| Descripción Física: | 1 online resource (ix, 189 pages) : illustrations (some color) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9812778969 9789812778963 |