Time Series In Economics And Finance

Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Time Series In Economics And FinanceISBN13:9783030463496ISBN10:3030463494Author:Cipra, Tomas (Author)Description: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 Binding:Paperback, PaperbackPublisher:SpringerPublication Date:2021-09-01Weight:1.3 lbsDimensions:0.86'' H x 9.21'' L x 6.14'' WNumber of Pages:422Language:English

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Location: USA

End Time: 2024-11-11T19:54:01.000Z

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