Econometric models -- Congresses

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Contained in this volume are the edited and refereed papers which were presented at a conference held at Nuffield College, Oxford in May 1987. The papers, which represent the recent research of a group of eminent economists, reflect the variety and scope of modern economic analy…

La 4e de couv. indique : "This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of econophysics. D…