Code: 05068961

Econometric Forecasting And High-frequency Data Analysis

Name: Econometric Forecasting And High-frequency Data Analysis
Brand: World Scientific Publishing Co Pte Ltd
SKU: 05068961
Price: 119.31 EUR
Availability: BackOrder
Author: Tse Yiu-kuen
ISBN: 9789812778956

by Tse Yiu-kuen

Language: English
Binding: Hardback
Number of pages: 200
Publisher: World Scientific Publishing Co Pte Ltd, 2008
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Book synopsis

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.