Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Time Series Models: In econometrics, finance and other fields
Foyalty 364

Time Series Models: In econometrics, finance and other fields (Hardback)

£120.00
Usually despatched within 2 weeks.

Synopsis

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds.



The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book.



The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.

BusinessEconomicsEconometricsScience & MathematicsMathematicsProbability & statistics Publisher: Taylor & Francis Ltd Publication Date: 01/01/1996 ISBN-13: 9780412729300  Details: Type: Hardback Format: Books
Availability: Usually despatched within 2 weeks. Login for Quick Checkout Add to Basket

More books by D. R. Cox

More books by D. V. Hinkley

More books by O. E. Barndorff-Nielsen

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

The History of Money and Monetary...
(Hardback)
Thomas Marmefelt
 
 
£115.00
 
Pocket World in Figures 2019
(Hardback)
The Economist
 
 
£10.99
 
Introduction to Quantitative...
(Paperback)
Petre Caraiani
 
 
£71.95
 
Financial Market Bubbles and Crashes,...
(Paperback)
Harold L. Vogel
 
 
£24.99
 
© W&G Foyle Ltd
Foyles uses cookies to help ensure your experience on our site is the best possible. Click here if you’d like to find out more about the types of cookies we use.
Accept and Close