Time Series Models: In econometrics, finance and other fields

by Ole E. Barndorff-Nielsen

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.

• Format: Hardcover
• Language: English
• ISBN: 041272930X
• ISBN13: 9780412729300
• Release Date: January 1996
• Publisher: CRC Press
• Length: 240 Pages
• Weight: 0.77 lbs.
• Dimensions: 0.6" x 5.3" x 8.9"
• Age Range: 18 years and under
• Grade Range: Preschool to Postsecondary