Time Series Models - In Econometrics, Finance and Other Fields

Informationen zum Autor D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen Klappentext The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing. Zusammenfassung The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing. Inhaltsverzeichnis Statistical Aspects of ARCH and Scholastic VolatilityLikelihood-Based Inference for Cointegration of Some Non-Stationary Time SeriesForecasting in MacroeconomicsLongitudinal Panel Data: An Overview of Current Methodology

Dettagli sul prodotto

• Autori: O E Barndorff-Nielsen, O. E. Barndorff-Nielsen, D Cox, D R Cox, D. Cox, D. R. Cox, D. R. Hinkley Cox, D.R. Cox, D.r. (Nuffield College Cox, D.r. Hinkley Cox, COX D R, D Hinkley, D V Hinkley, D. V. Hinkley, Niels Keiding
• Con la collaborazione di: O. E. Barndorff-Nielsen (Editore), O.E. Barndorff-Nielsen (Editore), D. R. Cox (Editore), D.R. Cox (Editore), D. V. Hinkley (Editore), D.V. Hinkley (Editore), Valerie Isham (Editore), Niels Keiding (Editore), Thomas A. Louis (Editore), N. Reid (Editore), R.J. Tibshirani (Editore), Howell Tong (Editore), O.E. Barndorff-Nielsen (Editore della collana), D.R. Cox (Editore della collana), D.V. Hinkley (Editore della collana), Valerie Isham (Editore della collana), Niels Keiding (Editore della collana), Thomas A. Louis (Editore della collana), N. Reid (Editore della collana), R.J. Tibshirani (Editore della collana), Howell Tong (Editore della collana)
• Editore: Taylor & Francis Ltd.
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 15.05.1996
• EAN: 9780412729300
• ISBN: 978-0-412-72930-0
• Pagine: 240
• Serie: Monographs on Statistics and Applied Probability; Chapman & Hall/CRC Monographs on Statistics & Applied Probability; CRC Monographs on Statistics &; Chapman & Hall/CRC Monographs on Statistics and Applied Probability
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; Scienze sociali, diritto, economia > Economia > Tematiche generali, enciclopedie; MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Probability & statistics, Econometrics, Probability and statistics, Econometrics and economic statistics