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Econometric Forecasting & High-Freq..V13

by Mariano Roberto S
Save 17% Save 17%
Current price ₹12,811.00
Original price ₹15,374.00
Original price ₹15,374.00
Original price ₹15,374.00
(-17%)
₹12,811.00
Current price ₹12,811.00

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Book cover type: Hardcover
  • ISBN13: 9789812778956
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 200
  • Original Price: USD 125.0
  • Language: English
  • Edition: N/A
  • Item Weight: 522 grams
  • BISAC Subject(s): General

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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