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Econometric forecasting and high-frequency data analysis. Papers based on the presentations at the program, April–May 2004. (English) Zbl 1162.91005
Lecture Notes Series. Institute for Mathematical Sciences. National University of Singapore 13. Hackensack, NJ: World Scientific (ISBN 978-981-277-895-6/hbk). ix, 189 p. (2008).

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The articles of this volume will be reviewed individually.
Indexed articles:
Wallis, Kenneth F., Forecast uncertainty, its representation and evaluation, 1-51 [Zbl 05635203]
Klein, Lawrence R.; Ozmucur, Suleyman, The university of Pennsylvania models for high-frequency macroeconomic modeling, 53-91 [Zbl 1177.91114]
Franses, Philip Hans, Forecasting seasonal time series, 93-130 [Zbl 1178.91159]
Gourieroux, Christian, CAR and affine processes, 131-158 [Zbl 1178.91223]
Deistler, Manfred, Multivariate time series analysis and forecasting, 159-189 [Zbl 1177.62107]
91-06 Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance
00B25 Proceedings of conferences of miscellaneous specific interest
91B84 Economic time series analysis
62P05 Applications of statistics to actuarial sciences and financial mathematics