6091830
9789812778956
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"This book consists of surveys of high-frequency financial data analysis and econometric forecasting. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High Frequency Data Analysis Workshop at the Institute for Mathematical Sciences, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research"--BOOK JACKET.Tse, Yiu-Kuen is the author of 'Econometric Forecasting and High-Frequency Data Analysis, Vol. 13', published 2008 under ISBN 9789812778956 and ISBN 9812778950.
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