Econometric Forecasting and High-Frequency Data Analysis

ISBN-13: 9789812778956 / Angielski / Twarda / 2008 / 200 str.

Roberto S. Mariano;Yiu-Kuen Tse

Opis

Consists of surveys of high-frequency financial data analysis and econometric forecasting. This work includes chapters that 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.