Econometric Forecasting And High-frequency Data Analysis PDF
Edited by Tse Yiu-kuen Tse, Mariano Robert S Mariano
Part of the Lecture Notes Series, Institute For Mathematical Sciences, National University Of Singapore series
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Description
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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Download Now
- Format:PDF
- Pages:200 pages
- Publisher:World Scientific Publishing Company
- Publication Date:04/03/2008
- Category:
- ISBN:9789814472364
Information
-
Download Now
- Format:PDF
- Pages:200 pages
- Publisher:World Scientific Publishing Company
- Publication Date:04/03/2008
- Category:
- ISBN:9789814472364