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Econometric Analysis of Financial and Economic Time Series

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Econometric Analysis of Financial and Economic Time Series - Fomby, Thomas B (Editor), and Terrell, Dek (Editor), and Hill, R Carter (Editor)
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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.

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Econometric Analysis of Financial and Economic Time Series 2006, Jai Press Inc., Bingley

ISBN-13: 9780762312740

Hardcover

Econometric Analysis of Financial and Economic Time Series 2006, Jai Press Inc., Bingley

ISBN-13: 9780762312733

Hardcover