Time Series in Economics and Finance is popular PDF and ePub book, written by Tomas Cipra in 2020-08-31, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Time Series in Economics and Finance can be Read Online from any device for your convenience.

Time Series in Economics and Finance Book PDF Summary

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.

Detail Book of Time Series in Economics and Finance PDF

Time Series in Economics and Finance
  • Author : Tomas Cipra
  • Release : 31 August 2020
  • Publisher : Springer Nature
  • ISBN : 9783030463472
  • Genre : Business & Economics
  • Total Page : 409 pages
  • Language : English
  • PDF File Size : 17,9 Mb

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