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 |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2009
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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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