Econometric forecasting and high-frequency data analysis
By: editors, Roberto S. Mariano, Yiu-Kuen Tse.
Contributors: Mariano, Roberto S.; Tse, Yiu Kuen, 1952-
Series: Lecture notes series -- v. 13; Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) -- v. 13.
Publisher: World Scientific
Published: 2008
Place of publication: Hackensack, NJ
Language: eng
Number of pages: 189
ISBN-13: 9789812778956
Subjects: Econometrics.; Finance -- Econometric models.
Notes: Includes bibliographical references.