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Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics Thomas B Fomby
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Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics
Thomas B Fomby
Covers the basic themes such as - 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, and more.
380 pages, 1, black & white illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de febrero de 2006 |
| ISBN13 | 9780762312733 |
| Editores | Emerald Publishing Limited |
| Páginas | 380 |
| Dimensiones | 156 × 234 × 22 mm · 653 g |
| Lengua | Inglés |
| Editor | Fomby, Thomas B. |
| Editor | Hill, R. Carter |
| Editor | Terrell, Dek |
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