Developments in Forecast Combination and Portfolio Choice
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Содержание:
Introduction: The Austrian Theory in Perspective, The "Austrian" Theory of the Trade Cycle, Money and the Business Cycle, Economic Depressions: Their Cause and Cure, Can We Still Avoid Inflation?, The Austrian Theory: A Summary
Описание:
"Dunis, Timmermann and Moody have assembled a fascinating and insightful collection of articles that address the latest developments in forecast combination, long memory, and portfolio choice. These papers present state-of-the-art estimation techniques along with relevant empirical applications. Both academics and practitioners will find this anthology to be a worthy addition to their libraries." — Joshua Rosenberg, NYU - Stern School of Business "A modern book on financial econometrics has to consider interesting and relevant topics from the viewpoint of recently developed techniques that have been shown to actually work. This book delivers in all aspects&The many new techniques displayed include the use of loss functions based on economic rather than statistical criteria, the benefits of combining forecasts, dimension reduction, structural changes, and long memory fractional cointegration, neural networks, and high frequency data techniques applied to exchange rates. The...Похожие книги
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