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Econometric Analysis of Financial and Economic Time Series
. Ed(S): Fomby, Thomas B.; Terrell, Dek; Hill, R. Carter
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Description for Econometric Analysis of Financial and Economic Time Series
Hardback. 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. Editor(s): Fomby, Thomas B.; Terrell, Dek; Hill, R. Carter. Series: Advances in Econometrics. Num Pages: 408 pages, 1, black & white illustrations. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 747.
The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of "Volume 20 of Advances in Econometrics" are 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, the application of the technique of boosting in volatility forecasting, the use of different ... Read more
The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of "Volume 20 of Advances in Econometrics" are 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, the application of the technique of boosting in volatility forecasting, the use of different ... Read more
Product Details
Format
Hardback
Publication date
2006
Publisher
Emerald Group Publishing Limited United States
Number of pages
408
Condition
New
Series
Advances in Econometrics
Number of Pages
408
Place of Publication
, United States
ISBN
9780762312740
SKU
V9780762312740
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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