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Time series in economics and finance

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...

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Detalles Bibliográficos
Autor principal: Cipra, Tomas
Lenguaje:eng
Publicado: Springer 2020
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-46347-2
http://cds.cern.ch/record/2729492