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Time Series in Economics and Finance (Hardcover, 1st ed. 2020)
Loot Price: R3,883
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Time Series in Economics and Finance (Hardcover, 1st ed. 2020)
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Total price: R3,903
Discovery Miles: 39 030
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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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