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Time Series Models

By: UK) Cox Oxford University D.R. (Nuffield College (Author) , USA) Hinkley California Santa Barbara D.V. (University of California (Author) , Denmark) Barndorff-Nielsen Aarhus O.E. (Aarhus University (Author)

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Ksh 34,800.00

Format: Hardback or Cased Book

ISBN-13: 9780412729300

Publisher: Taylor & Francis Ltd

Publication Date: May 15th, 1996

Dimension: 21.60 x 13.80 x 36.00 cms

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The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.

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