Econometric Analysis of Financial and Economic Time Series Part A: 20 (Advances in Econometrics)

by R.CarterHill (Series Editor), ThomasFomby (Author), Dek Terrell (Author)

• New

  Hardcover
  2006

  $190.70

  Talks about the 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, application of the technique of boosting in volatility forecasting, and more.