Econometric Analysis of Financial and Economic Time Series - Hardback - 9780762312733

Covers the basic themes such as - 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, and more.

• | Author: Thomas B. Fomby
• | Publisher: Jai Press Inc.
• | Publication Date: Feb 01, 2006
• | Number of Pages: 380 pages
• | Binding: Hardback or Cased Book
• | ISBN-10: 0762312734
• | ISBN-13: 9780762312733