Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics - Dek Terrell - Books - Emerald Publishing Limited - 9780762312740 - March 1, 2006
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Econometric Analysis of Financial and Economic Time Series - Advances in Econometrics

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 1, 2006
ISBN13 9780762312740
Publishers Emerald Publishing Limited
Pages 408
Dimensions 156 × 234 × 23 mm   ·   775 g
Language English  
Editor Fomby, Thomas B.
Editor Hill, R. Carter
Editor Terrell, Dek

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