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Econometric Forecasting And High-frequency Data Analysis

Language EnglishEnglish
Book Hardback
Book Econometric Forecasting And High-frequency Data Analysis Tse Yiu-kuen
Libristo code: 05068961
Publishers World Scientific Publishing Co Pte Ltd, March 2008
This important book consists of surveys of high-frequency financial data analysis and econometric fo... Full description
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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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About the book

Full name Econometric Forecasting And High-frequency Data Analysis
Author Tse Yiu-kuen
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 200
EAN 9789812778956
ISBN 9812778950
Libristo code 05068961
Publishers World Scientific Publishing Co Pte Ltd
Weight 518
Dimensions 162 x 239 x 17

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Economics > Economic forecasting
Mathematics & Science > Mathematics
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