Time Series in Economics and Finance

Time Series in Economics and Finance
Author: Tomas Cipra
Publisher: Springer Nature
Total Pages: 409
Release: 2020-08-31
Genre: Business & Economics
ISBN: 3030463478

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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, 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
Language: en
Pages: 409
Authors: Tomas Cipra
Categories: Business & Economics
Type: BOOK - Published: 2020-08-31 - Publisher: Springer Nature

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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
Language: en
Pages: 632
Authors: Eric Zivot
Categories: Finance
Type: BOOK - Published: 2003 - Publisher: Springer Verlag

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Modelling Financial Time Series
Language: en
Pages: 297
Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

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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
Nonlinear Time Series Analysis of Economic and Financial Data
Language: en
Pages: 379
Authors: Philip Rothman
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past
Modelling Financial Time Series (2nd Edition)
Language: en
Pages: 297
Authors: Stephen J Taylor
Categories: Business & Economics
Type: BOOK - Published: 2007-12-28 - Publisher: World Scientific

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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