Advances in Corporate Finance and Asset Pricing
Luc Renneboog
₹4,376
New Directions in Macromodelling
₹4,620
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From the publisher
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach.
Description supplied by the publisher.
Book details
- ISBN-13
- 9780444516336
- ISBN-10
- 0444516336
- Author
- Aleksander Welfe
- Publisher
- Elsevier Science Ltd
- Condition
- New
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