Economic time series: modeling and seasonality
"High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This gr…
This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the r…
Variational methods in economics
by Kemp, Murray C., Hadley, George
fromAdvanced Textbooks in Economics
Nature's Capacities And Their Measurement p. i Nature's Capacities and Their Measurement p. iii Acknowledgements p. vii Introduction p. 1 1 How to Get Causes from Probabilities p. 11 Appendix: Back Paths and the Identification of Causes p. 37 2 No Causes In, No Causes Out p. 39 …
