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Time Series Models: In econometrics, finance and other fields

Time Series Models: In econometrics, finance and other fields

Hardcover

Series: Chapman & Hall/CRC Monographs on Statistics and Applied Prob, Book 65

EconomicsProbability & Statistics

ISBN10: 041272930X
ISBN13: 9780412729300
Publisher: CRC Press
Published: May 15 1996
Pages: 240
Weight: 0.77
Height: 0.61 Width: 5.34 Depth: 8.92
Language: English
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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Economics