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Time Series in Economics and Finance Tomas Cipra 2020 edition
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Time Series in Economics and Finance
Tomas Cipra
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.
410 pages, 15 Illustrations, color; 79 Illustrations, black and white; IX, 410 p. 94 illus., 15 illu
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 1 de septiembre de 2020 |
| ISBN13 | 9783030463465 |
| Editores | Springer Nature Switzerland AG |
| Páginas | 410 |
| Dimensiones | 150 × 220 × 20 mm · 766 g |
| Lengua | Alemán |
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