Time Series Models In Econometrics, Finance and Other Fields |
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| Editor:
| Cox, D. R.
Hinkley, D. V.
Barndorff-Nielsen, O. E. |
| ISBN: | 978-1-000-10990-0 |
| Publication Date: | Nov 2020 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Digital (delivered electronically) |
| List Price: | USD $74.95USD $255.00USD $190.00 |
Book Description:
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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.
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.