Econometric Analysis of Financial and Economic Time Series

Language: English

Published by Jai Press Inc., 2006

0762312742 / 9780762312740

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.

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Title
Econometric Analysis of Financial and Economic Time Series
Author
Dek Terrell
Publisher
Jai Press Inc.
Publication year
2006
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0762312742
ISBN 13
9780762312740
Item weight
775 grams
Dimensions
240x161x26 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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