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Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics Dek Terrell
Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics
Dek Terrell
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.
408 pages, 1, black & white illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de marzo de 2006 |
| ISBN13 | 9780762312740 |
| Editores | Emerald Publishing Limited |
| Páginas | 408 |
| Dimensiones | 156 × 234 × 23 mm · 775 g |
| Lengua | Inglés |
| Editor | Fomby, Thomas B. |
| Editor | Hill, R. Carter |
| Editor | Terrell, Dek |