Time series models: in econometrics, finance and other fields
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367401320
Date de publication :
17 oct. 2019
Dimensions :
21,6 x 13,8 cm
Poids :
294 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.