Econometric Methods and their Applications in Finance, Macro and Related Fields

Kaddour Hadri (Editor), William Mikhail (Editor)

Research output: Book/ReportBook

1 Citation (Scopus)

Abstract

The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.
Original languageEnglish
Place of PublicationLondon
PublisherWorld Scientific
Number of pages616
ISBN (Electronic)9789814513487
ISBN (Print)9789814513463
Publication statusPublished - Jun 2014

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