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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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

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spelling	sg-smu-ink.soe_research_all-10082017-06-08T06:13:09Z Econometric forecasting and high-frequency data analysis TSE, Yiu Kuen TSE, Yiu Kuen 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. 2009-09-01T07:00:00Z text application/pdf 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 http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School of Economics eng Institutional Knowledge at Singapore Management University Econometric Forecasting High-Frequency Data Time Series Seasonality Compound Autoregressive Processes Affine Processes Macroeconomic Modeling Evaluating Forecast Uncertainty Financial Data Analysis Econometrics
institution	Singapore Management University
building	SMU Libraries
country	Singapore
collection	InK@SMU
language	English
topic	Econometric Forecasting High-Frequency Data Time Series Seasonality Compound Autoregressive Processes Affine Processes Macroeconomic Modeling Evaluating Forecast Uncertainty Financial Data Analysis Econometrics
spellingShingle	Econometric Forecasting High-Frequency Data Time Series Seasonality Compound Autoregressive Processes Affine Processes Macroeconomic Modeling Evaluating Forecast Uncertainty Financial Data Analysis Econometrics TSE, Yiu Kuen TSE, Yiu Kuen Econometric forecasting and high-frequency data analysis
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.
format	text
author	TSE, Yiu Kuen TSE, Yiu Kuen
author_facet	TSE, Yiu Kuen TSE, Yiu Kuen
author_sort	TSE, Yiu Kuen
title	Econometric forecasting and high-frequency data analysis
title_short	Econometric forecasting and high-frequency data analysis
title_full	Econometric forecasting and high-frequency data analysis
title_fullStr	Econometric forecasting and high-frequency data analysis
title_full_unstemmed	Econometric forecasting and high-frequency data analysis
title_sort	econometric forecasting and high-frequency data analysis
publisher	Institutional Knowledge at Singapore Management University
publishDate	2009
url	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
_version_	1681132486878298112

Econometric forecasting and high-frequency data analysis

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