Volatility and Time Series Econometrics

Volatility and Time Series Econometrics
Author :
Publisher : Oxford University Press, USA
Total Pages : 432
Release :
ISBN-10 : 9780199549498
ISBN-13 : 0199549494
Rating : 4/5 (494 Downloads)

Book Synopsis Volatility and Time Series Econometrics by : Mark Watson

Download or read book Volatility and Time Series Econometrics written by Mark Watson and published by Oxford University Press, USA. This book was released on 2010-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics


Volatility and Time Series Econometrics Related Books

Volatility and Time Series Econometrics
Language: en
Pages: 432
Authors: Mark Watson
Categories: Business & Economics
Type: BOOK - Published: 2010-02-11 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

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
Time Series in Economics and Finance
Language: en
Pages: 409
Authors: Tomas Cipra
Categories: Business & Economics
Type: BOOK - Published: 2020-08-31 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods,
Time Series Econometrics
Language: en
Pages: 421
Authors: Klaus Neusser
Categories: Business & Economics
Type: BOOK - Published: 2016-06-14 - Publisher: Springer

DOWNLOAD EBOOK

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental
Dynamic Models for Volatility and Heavy Tails
Language: en
Pages: 281
Authors: Andrew C. Harvey
Categories: Business & Economics
Type: BOOK - Published: 2013-04-22 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models h
Time Series Econometrics
Language: en
Pages: 418
Authors: John D. Levendis
Categories: Business & Economics
Type: BOOK - Published: 2019-01-31 - Publisher: Springer

DOWNLOAD EBOOK

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