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
$31.50
Be the first to review “Time Series in Economics and Finance” Cancel reply
Related products
Ebook New zetlly
The Changing Room: Sex, Drag and Theatre (Gender in Performance)
$22.99
$22.99
$23.99
Ebook New zetlly
Russia, NATO and Cooperative Security: Bridging the Gap (Contemporary Security Studies)
$22.99
Ebook New zetlly
$22.99
Ebook New zetlly
The Illustrated Network: How TCP/IP Works in a Modern Network
$22.99
Ebook New zetlly
$22.99


Reviews
There are no reviews yet.