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Time Series Models

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Hardback
15 May 1996
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The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.

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    Product Details
    ISBN-13
    9780412729300
    Author
    D.R. Cox
    Publisher
    Taylor & Francis Ltd
    Published
    15 May 1996
    Format
    Hardback

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    $486.64
    Ships in 3-5 business days

    Delivery estimate

    Hurry up! Current stock:

    Time Series Models

    $486.64

    Description

    The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing.

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