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Technical Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore)

Posted on 2010-04-07




Name:Technical Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore)
ASIN/ISBN:9812778950
Author:onno
Language:English
   Technical Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore)





ISBN: 9812778950 Publisher: World Scientific Publishing Company Author: Roberto S. Mariano

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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

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