Econometric Analysis of Financial and Economic Time Series (English, Thomas B. Fomby | Dek Terrell | R. Carter Hill)
by Thomas B. Fomby | Dek Terrell | R. Carter Hill
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Book Details
Publisher
Jai Press Inc.
Language
English
ISBN-13
9780762312733
ISBN-10
0762312734
Author
Thomas B. Fomby | Dek Terrell | R. Carter Hill
About the Book
The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of "Advances in Econometrics" are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivar…
ISBN: 9780762312733
ISBN-13: 9780762312733
ISBN-10: 0762312734
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Product ID: isbn-9780762312733
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