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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 |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2008.
|
| Colección: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 13. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Econometric forecasting and high-frequency data analysis / |c editors, Roberto S. Mariano, Yiu-Kuen Tse. |
| 260 | |a Singapore : |b World Scientific, |c ©2008. | ||
| 300 | |a 1 online resource (ix, 189 pages) : |b illustrations (some color) | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Lecture notes series ; |v v. 13 | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. | ||
| 505 | 0 | |a Forecast uncertainty, its representation and evaluation / Kenneth F. Wallis -- The University of Pennsylvania models for high-frequency macroeconomic and modeling / Lawrence R. Klein and Suleyman Ozmucur -- Forecasting seasonal time series / Philip Hans Franses -- Car and affine processes / Christian Gourieroux -- Multivariate time series analysis and forecasting / Manfred Deistler. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 6 | |a Finances |x Modèles économétriques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Statistics. |2 bisacsh | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Finance |x Econometric models |2 fast | |
| 700 | 1 | |a Mariano, Roberto S. | |
| 700 | 1 | |a Tse, Yiu Kuen, |d 1952- |1 https://id.oclc.org/worldcat/entity/E39PBJkxDy9kyDpFkFhPFJkdQq | |
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| 776 | 0 | 8 | |i Print version: |t Econometric forecasting and high-frequency data analysis. |d Singapore : World Scientific, ©2008 |w (DLC) 2008299830 |
| 830 | 0 | |a Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; |v v. 13. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1679390 |z Texto completo |
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