Description

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

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£79.99

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Paperback / softback by Tomas Cipra

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This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It... Read more

    Publisher: Springer Nature Switzerland AG
    Publication Date: 01/09/2021
    ISBN13: 9783030463496, 978-3030463496
    ISBN10: 3030463494

    Number of Pages: 410

    Non Fiction , Mathematics & Science , Education

    Description

    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.

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