Tags
Language
Tags
July 2025
Su Mo Tu We Th Fr Sa
29 30 1 2 3 4 5
6 7 8 9 10 11 12
13 14 15 16 17 18 19
20 21 22 23 24 25 26
27 28 29 30 31 1 2
    Attention❗ To save your time, in order to download anything on this site, you must be registered 👉 HERE. If you do not have a registration yet, it is better to do it right away. ✌

    ( • )( • ) ( ͡⚆ ͜ʖ ͡⚆ ) (‿ˠ‿)
    SpicyMags.xyz

    Time Series in Economics and Finance

    Posted By: roxul
    Time Series in Economics and Finance

    Tomas Cipra, "Time Series in Economics and Finance"
    English | ISBN: 303046346X | 2020 | 353 pages | PDF, EPUB | 10 + 17 MB

    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.