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Econometric Analysis of Financial and Economic Time Series

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In Stock (787)

£ 137.69

Description

Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, and more.

Book Details
EAN:
9780762312733
Binding:
Hardback
Dimensions(mm):
234 x 156 x 22
Publication Date:
2006-02-01
Publication Country:
United States