Time Series Models (eBook, ePUB)

In econometrics, finance and other fields
Redaktion: Cox, D. R.; Barndorff-Nielsen, O. E.; Hinkley, D. V.

• Format: ePub

Produktbeschreibung

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.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 240
• Erscheinungstermin: 25. November 2020
• Englisch
• ISBN-13: 9781000152944
• Artikelnr.: 60467595

Autorenporträt

D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen

Inhaltsangabe

Statistical Aspects of ARCH and Scholastic Volatility
Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series
Forecasting in Macroeconomics
Longitudinal Panel Data: An Overview of Current Methodology