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Econometric forecasting and high-fre...

Mariano, Roberto S.

Econometric forecasting and high-frequency data analysis

Record Type:	Electronic resources : Monograph/item
Title/Author:	Econometric forecasting and high-frequency data analysiseditors, Roberto S. Mariano, Yiu-Kuen Tse.
other author:	Mariano, Roberto S.
Published:	Singapore ;World Scientific Pub. Co.,c2008.
Description:	ix, 189 p. :ill. (some col.)
Series:	Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
Subject:	Econometrics.
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/6664#t=toc
ISBN:	9812778969 (electronic bk.)

Econometric forecasting and high-frequency data analysis
Econometric forecasting and high-frequency data analysis[electronic resource] /editors, Roberto S. Mariano, Yiu-Kuen Tse. - Singapore ;World Scientific Pub. Co.,c2008. - ix, 189 p. :ill. (some col.) - Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;v. 13..

Includes bibliographical references.

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.

Electronic reproduction.
Singapore :
World Scientific Publishing Co.,
2008.

System requirements: Adobe Acrobat Reader.

ISBN: 9812778969 (electronic bk.)Subjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .E274 2008eb

Dewey Class. No.: 330.015195

Econometric forecasting and high-frequency data analysis
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245 0 0 $a Econometric forecasting and high-frequency data analysis $h [electronic resource] / $c editors, Roberto S. Mariano, Yiu-Kuen Tse.
260 $a Singapore ; $a Hackensack, N.J. : $b World Scientific Pub. Co., $c c2008.
300 $a ix, 189 p. : $b ill. (some col.)
440 0 $a Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; $v v. 13.
504 $a Includes bibliographical references.
520 $a 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.
533 $a Electronic reproduction. $b Singapore : $c World Scientific Publishing Co., $d 2008. $n System requirements: Adobe Acrobat Reader. $n Mode of access: World Wide Web. $n Available to subscribing institutions.
650 0 $a Econometrics. $3 182271
650 0 $a Finance $x Econometric models. $3 187320
700 1 $a Mariano, Roberto S. $3 575464
700 1 $a Tse, Yiu Kuen, $d 1952- $3 544937
710 2 $a World Scientific (Firm) $3 575130
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/6664#t=toc