Econometric forecasting and high-frequency data analysis
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812778956
Date de publication :
6 mars 2008
Langue :
Anglais
Pays d'origine :
Singapour
Consists of surveys of high-frequency financial data analysis and econometric forecasting. This work includes chapters that 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.