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ECONOMETRIC FORECASTING AND HIGH-FREQUENCY DATA ANALYSIS: 13 (Lecture Notes Series, Institute for Mathematical Sciences) (Hardcover)

by MARIANO ROBERT S & TSE YIU-KUEN (Author), Roberto S. Mariano (Editor), Yiu-Kuen Tse (Editor)

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Product details

Hardcover: 200 pages
Publisher: World Scientific Publishing; illustrated edition edition (4 May 2008)
Language English
ISBN-10: 9812778950
ISBN-13: 978-9812778956
Product Dimensions: 22.9 x 15.7 x 2 cm
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Amazon.co.uk Sales Rank: 1,256,394 in Books (See Bestsellers in Books)

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Product Description

Product Description
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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