Time Series in Economics and Finance
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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yazar | Tomas Cipra |
---|---|
Boyutlar ve boyutlar | 15.6 x 2.39 x 23.39 cm |
Tarafından yayınlandı | 11 Ağustos 2020 |
ROBERT H BORK 18,9 x 0,3 x 24,6 cm 1 Ocak 2017 18,9 x 0,4 x 24,6 cm 3 Ocak 2017 ERWIN N GRISWOLD Kolektif WADE H MCCREE 18,9 x 0,2 x 24,6 cm 18,9 x 0,5 x 24,6 cm 18,9 x 0,6 x 24,6 cm 15 x 0,5 x 22 cm 28 Ekim 2011 30 Ekim 2011 11 Ağustos 2020 28 Şubat 2018 Mdpi AG Additional Contributors
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Sürüm ayrıntıları
yazar | Tomas Cipra |
---|---|
isbn 13 | 978-3030463465 |
Yayımcı | Springer; 1st ed. 2020 basım |
Boyutlar ve boyutlar | 15.6 x 2.39 x 23.39 cm |
Tarafından yayınlandı Time Series in Economics and Finance | 11 Ağustos 2020 |
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