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Time Series Models: In econometrics, finance and other fields - Chapman & Hall / CRC Monographs on Statistics and Applied Probability D. R. Cox 1º edição
Time Series Models: In econometrics, finance and other fields - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
D. R. Cox
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.
240 pages, black & white illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 15 de maio de 1996 |
| ISBN13 | 9780412729300 |
| Editoras | Taylor & Francis Ltd |
| Páginas | 240 |
| Dimensões | 138 × 216 × 17 mm · 360 g |
| Idioma | Inglês |
| Editor | Barndorff-Nielsen, O.E. (Aarhus University, Aarhus, Denmark) |
| Editor | Cox, D.R. (Nuffield College, Oxford University, UK) |
| Editor | Hinkley, D.V. (University of California, Santa Barbara, California, USA) |