Econometric Forecasting And High-frequency Data Analysis
Will be published approx. on 6. March 2008
Book
Hardback
200 pages
978-981-277-895-6 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Professionals and researchers in econometric forecasting and financial data analysis.
ISBN-13
978-981-277-895-6 (9789812778956)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Content
Forecasting Uncertainty, Its Representation and Evaluation; The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling; Forecasting Seasonal Time Series; Car and Affine Processes; Multivariate Time Series Analysis and Forecasting.