Item Infomation
| Title: | Recent Econometric Techniques for Macroeconomic and Financial Data |
| Authors: | Gilles Dufrenot |
| Keywords: | Econometrics | Macroeconomic | Financial | Tài chính | Kinh tế lượng |
| Issue Date: | 2021 |
| Publisher: | Springer |
| Abstract: | The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. |
| URI: | http://thuvienso.thanglong.edu.vn//handle/TLU/10724 |
| Appears in Collections | 1-Kinh tế - Quản lý |
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