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dc.contributor.authorGilles Dufrenot-
dc.date.accessioned2024-08-23T07:35:05Z-
dc.date.available2024-08-23T07:35:05Z-
dc.date.issued2021-
dc.identifier.urihttp://thuvienso.thanglong.edu.vn//handle/TLU/10724-
dc.description.abstractThe 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.vi
dc.language.isoenvi
dc.publisherSpringervi
dc.subjectEconometrics | Macroeconomic | Financial | Tài chính | Kinh tế lượngvi
dc.titleRecent Econometric Techniques for Macroeconomic and Financial Datavi
dc.typeSách/Bookvi
Appears in Collections1-Kinh tế - Quản lý

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