logo

EbookBell.com

Most ebook files are in PDF format, so you can easily read them using various software such as Foxit Reader or directly on the Google Chrome browser.
Some ebook files are released by publishers in other formats such as .awz, .mobi, .epub, .fb2, etc. You may need to install specific software to read these formats on mobile/PC, such as Calibre.

Please read the tutorial at this link:  https://ebookbell.com/faq 


We offer FREE conversion to the popular formats you request; however, this may take some time. Therefore, right after payment, please email us, and we will try to provide the service as quickly as possible.


For some exceptional file formats or broken links (if any), please refrain from opening any disputes. Instead, email us first, and we will try to assist within a maximum of 6 hours.

EbookBell Team

Econometric Forecasting And Highfrequency Data Analysis Roberto S Mariano

  • SKU: BELL-4441870
Econometric Forecasting And Highfrequency Data Analysis Roberto S Mariano
$ 31.00 $ 45.00 (-31%)

4.4

42 reviews

Econometric Forecasting And Highfrequency Data Analysis Roberto S Mariano instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 1.06 MB
Pages: 200
Author: Roberto S. Mariano, Yiu-Kuen Tse, Roberto S. Mariano, Yiu-Kuen Tse
ISBN: 9789812778956, 9812778950
Language: English
Year: 2008

Product desciption

Econometric Forecasting And Highfrequency Data Analysis Roberto S Mariano by Roberto S. Mariano, Yiu-kuen Tse, Roberto S. Mariano, Yiu-kuen Tse 9789812778956, 9812778950 instant download after payment.

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.

Contents:

  • Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis)
  • The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur)
  • Forecasting Seasonal Time Series (P H Franses)
  • Car and Affine Processes (C Gourieroux)
  • Multivariate Time Series Analysis and Forecasting (M Deistler)

Related Products