Econometric forecasting and high-frequency data analysis

Econometric forecasting and high-frequency data analysis

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...

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Bibliographic Details
Main Author: TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
Subjects:
Econometric Forecasting
High-Frequency Data
Time Series
Seasonality
Compound Autoregressive Processes
Affine Processes
Macroeconomic Modeling
Evaluating Forecast Uncertainty
Financial Data Analysis
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research_all/9
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1008&context=soe_research_all
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research_all/9
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1008&context=soe_research_all

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