Econometric Forecasting and High-Frequency Data Analysis
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Econometric Forecasting and High-Frequency Data Analysis

Econometric Forecasting and High-Frequency Data Analysis


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About the Book

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.


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Product Details
  • ISBN-13: 9789812778956
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Height: 229 mm
  • No of Pages: 200
  • Series Title: Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore
  • Weight: 750 gr
  • ISBN-10: 9812778950
  • Publisher Date: 01 May 2008
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 18 mm
  • Width: 152 mm


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