Econometric Forecasting And High-frequency Data Analysis

Name: Econometric Forecasting And High-frequency Data Analysis
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812778956
Price: 18700 KES
Availability: OutOfStock
ISBN: 9789812778956

Book Details

Format Hardback

Book Series Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore

ISBN-10 9812778950

ISBN-13 9789812778956

Publisher World Scientific Publishing Co Pte Ltd

Imprint World Scientific Publishing Co Pte Ltd

Country of Manufacture SG

Country of Publication GB

Publication Date Mar 6th, 2008

Print length 200 Pages

Weight 518 grams

Dimensions 23.90 x 16.20 x 1.70 cms

Product Classification: Econometrics Economic forecasting

KSh 18,700.00

Publisher Out of Stock 0 in stock

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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.

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.

Get Econometric Forecasting And High-frequency Data Analysis by Robert S Mariano at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has 200 pages.