Related Books
Language: en
Pages: 432
Pages: 432
Type: BOOK - Published: 2010-02-11 - Publisher: Oxford University Press
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricia
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2016-06-14 - Publisher: Springer
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental
Language: en
Pages: 281
Pages: 281
Type: BOOK - Published: 2013-04-22 - Publisher: Cambridge University Press
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h
Language: en
Pages: 409
Pages: 409
Type: BOOK - Published: 2019-01-31 - Publisher: Springer
In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example
Language: en
Pages: 409
Pages: 409
Type: BOOK - Published: 2020-08-31 - Publisher: Springer Nature
This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods,