Time Series in Economics and Finance

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  • Time Series in Economics and Finance Book Detail

  • Author : Tomas Cipra
  • Release Date : 2020-08-31
  • Publisher : Springer Nature
  • Genre : Business & Economics
  • Pages : 409
  • ISBN 13 : 3030463478
  • File Size : 49,49 MB

Time Series in Economics and Finance by Tomas Cipra PDF Summary

Book Description: 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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Time Series in Economics and Finance

Time Series in Economics and Finance

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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,

Modeling Financial Time Series with S-PLUS

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The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat

Modelling Financial Time Series

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This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial economet