Time Series in Economics and Finance
Tomas Cipra
Springer Nature Switzerland AG, 2020
158,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783030463465
- ISBN-10
- 303046346X
- Publisher
- Springer Nature Switzerland AG
- Year
- 2020
- Publication date
- 2020-09-01
- Pages
- 410
- Dimensions
- 235x155x