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Time Series in Economics and Finance
Engelsk
Bogcover for Time Series in Economics and Finance af Tomas Cipra, 9783030463496
Specifikationer
Sprog:
Engelsk
Sider:
410
ISBN-13:
9783030463496
Indbinding:
Paperback
ISBN-10:
3030463494
Udg. Dato:
1 sep 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
1 sep 2021
Forfatter(e):

Time Series in Economics and Finance

Engelsk
Format:

Bog beskrivelse

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods, autocorrelation methods for univariate time series, volatility and duration modeling for financial time series, and multivariate time series methods, such as cointegration and recursive state space modeling. It also includes numerous practical examples to demonstrate the theory using real-world data, as well as exercises at the end of each chapter to aid understanding. This book serves as a reference text for researchers, students and practitioners interested in time series, and can also be used for university courses on econometrics or computational finance.

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Specifikationer
Sprog:
Engelsk
Sider:
410
ISBN-13:
9783030463496
Indbinding:
Paperback
ISBN-10:
3030463494
Udg. Dato:
1 sep 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
1 sep 2021
Forfatter(e):
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