Time Series Models: In Econometrics, Finance and Other Fields

by Ole E. Barndorff-Nielsen

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds.

The book arises out of the second Seminaire European de...

• 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