Time Series in Economics and Finance (Hardcover, 1st ed. 2020)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Release date:	September 2020
First published:	2020
Authors:	Tomas Cipra
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	410
Edition:	1st ed. 2020
ISBN-13:	978-3-03-046346-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General
LSN:	3-03-046346-X
Barcode:	9783030463465

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