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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書目詳細資料
主要作者:	TSE, Yiu Kuen
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2009
主題:	Econometric Forecasting High-Frequency Data Time Series Seasonality Compound Autoregressive Processes Affine Processes Macroeconomic Modeling Evaluating Forecast Uncertainty Financial Data Analysis Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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