Econometric Forecasting And High-frequency Data Analysis - Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore -  - Books - World Scientific Publishing Co Pte Ltd - 9789812778956 - May 1, 2008
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Econometric Forecasting And High-frequency Data Analysis - Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore

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Consists of surveys of high-frequency financial data analysis and econometric forecasting. This work includes chapters that 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.


240 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 1, 2008
ISBN13 9789812778956
Publishers World Scientific Publishing Co Pte Ltd
Pages 200
Dimensions 162 × 239 × 17 mm   ·   521 g
Editor Mariano, Robert S (S'pore Management Univ, S'pore & Univ Of Pennsylvania, Usa)
Editor Tse, Yiu-kuen (S'pore Management Univ, S'pore)

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