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Time Series in Economics and Finance
Engelsk Paperback
Time Series in Economics and Finance
Engelsk Paperback

907 kr
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Om denne bog

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.

Product detaljer
Sprog:
Engelsk
Sider:
410
ISBN-13:
9783030463496
Indbinding:
Paperback
Udgave:
ISBN-10:
3030463494
Udg. Dato:
1 sep 2021
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
1 sep 2021
Forfatter(e):
Kategori sammenhænge