Time Series in Economics and Finance

This book PDF is perfect for those who love Business & Economics genre, written by Tomas Cipra and published by Springer Nature which was released on 31 August 2020 with total hardcover pages 409. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Time Series in Economics and Finance books below.

Time Series in Economics and Finance
Time Series in Economics and Finance
Author : Tomas Cipra
File Size : 41,5 Mb
Publisher : Springer Nature
Language : English
Release Date : 31 August 2020
ISBN : 9783030463472
Pages : 409 pages
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Time Series in Economics and Finance by Tomas Cipra Book PDF Summary

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.

Time Series in Economics and Finance

Time Series in Economics and Finance by Tomas Cipra

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.

Get Book
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