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Econometric Forecasting and High-Frequency Data Analysis. 計量経済学的予測と高頻度データ解析
・ISBN 978-981-277-895-6 hard
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-277-896-3
| 著者・編者 | Mariano, Roberto S. / Tse, Yiu-Kuen (eds.), |
|---|---|
| シリーズ | Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2008 |
| ページ数 | 189 pp. |
| 言語 | ENG |
| ニュース番号 | ＜551-211＞ |
解説
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.