Overview
Talks about the 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, application of the technique of boosting in volatility forecasting, and more.
- | Author: Thomas B. Fomby
- | Publisher: Jai Press Inc.
- | Publication Date: Mar 01, 2006
- | Number of Pages: 408 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 0762312742
- | ISBN-13: 9780762312740
