Book Details
Format
Hardback or Cased Book
ISBN-10
303046346X
ISBN-13
9783030463465
Edition
2020 ed.
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 1st, 2020
Print length
410 Pages
Ksh 21,600.00
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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.
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.
Get Time Series in Economics and Finance by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Nature Switzerland AG and it has pages.
