Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics - Thomas B Fomby - Books - Emerald Publishing Limited - 9780762312733 - February 1, 2006
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Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 1, 2006
ISBN13 9780762312733
Publishers Emerald Publishing Limited
Pages 380
Dimensions 156 × 234 × 22 mm   ·   653 g
Language English  
Editor Fomby, Thomas B.
Editor Hill, R. Carter
Editor Terrell, Dek

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