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Time Series in Economics and Finance by Tomas Cipra: New
USD177,33
Aproximadamente159,03 EUR
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N.º de artículo de eBay:284006890220
Última actualización el 16 ago 2024 22:06:31 H.EspVer todas las actualizacionesVer todas las actualizaciones
Características del artículo
- Estado
- Publication Date
- 2020-09-01
- Pages
- 410
- ISBN
- 9783030463465
- Book Title
- Time Series in Economics and Finance
- Publisher
- Springer International Publishing A&G
- Item Length
- 9.3 in
- Publication Year
- 2020
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Genre
- Mathematics, Business & Economics
- Topic
- Econometrics, Statistics, Applied
- Item Weight
- 28 Oz
- Item Width
- 6.1 in
- Number of Pages
- IX, 410 Pages
Acerca de este producto
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
303046346X
ISBN-13
9783030463465
eBay Product ID (ePID)
10050419224
Product Key Features
Book Title
Time Series in Economics and Finance
Number of Pages
IX, 410 Pages
Language
English
Topic
Econometrics, Statistics, Applied
Publication Year
2020
Illustrator
Yes
Genre
Mathematics, Business & Economics
Format
Hardcover
Dimensions
Item Weight
28 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Number of Volumes
1 vol.
Table Of Content
1. Introduction.- I. Subject of Time Series.- 2. Random Processes.- II. Decomposition of Economic Time Series.- 3. Trend.- 4. Seasonality and Periodicity.- 5. Residual Component.- III. Autocorrelation Methods for Univariate Time Series.- 6. Box-Jenkins Methodology.- 7. Autocorrelation Methods in Regression Models.- IV. Financial Time Series.- 8. Volatility of Financial Time Series.- 9. Other Methods for Financial Time Series.- 10. Models of Development of Financial Assets.- 11. Value at Risk.- V. Multivariate Time Series.- 12. Methods for Multivariate Time Series.- 13. Multivariate Volatility Modeling.- 14. State Space Models of Time Series.- References.- Index.
Synopsis
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., 1. Introduction.- I. Subject of Time Series.- 2. Random Processes.- II. Decomposition of Economic Time Series.- 3. Trend.- 4. Seasonality and Periodicity.- 5. Residual Component.- III. Autocorrelation Methods for Univariate Time Series.- 6. Box-Jenkins Methodology.- 7. Autocorrelation Methods in Regression Models.- IV. Financial Time Series.- 8. Volatility of Financial Time Series.- 9. Other Methods for Financial Time Series.- 10. Models of Development of Financial Assets.- 11. Value at Risk.- V. Multivariate Time Series.- 12. Methods for Multivariate Time Series.- 13. Multivariate Volatility Modeling.- 14. State Space Models of Time Series.- References.- Index.
LC Classification Number
QA276-280
Descripción del artículo del vendedor
Información de vendedor profesional
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