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Econometric Analysis of Financial and Economic Time Series

Econometric Analysis of Financial and Economic Time Series

 

225,13 €
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Editorial:
Emerald Publishing Ltd
Año de edición:
2006
Materia
Economía
ISBN:
9780762312733

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  • Librería Samer Atenea
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Sobre IBD

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.

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