Time Series in Economics and Finance. ([2020])

• Record Type: Book
• Further Information: Note: Tomas Cipra.
• Authors: Cipra, Tomas
• Contents: 1. Introduction -- I. Subject of Time Series -- 2. Random Processes -- II. Decomposition of Economic Time Series -- 3. Trend -- 4. Seasonality and Periodicity -- 5. Residual Component -- III. Autocorrelation Methods for Univariate Time Series -- 6. Box-Jenkins Methodology -- 7. Autocorrelation Methods in Regression Models -- IV. Financial Time Series -- 8. Volatility of Financial Time Series -- 9. Other Methods for Financial Time Series -- 10. Models of Development of Financial Assets -- 11. Value at Risk -- V. Multivariate Time Series -- 12. Methods for Multivariate Time Series -- 13. Multivariate Volatility Modeling -- 14. State Space Models of Time Series -- References -- Index.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 332; 330.015195; Finance -- Statistical methods; Business mathematics; Statistics; Econometrics; Economics, Mathematical; Financial engineering; Statistics for Business, Management, Economics, Finance, Insurance; Econometrics; Quantitative Finance; Financial Engineering; Electronic books
• Languages: English
• ISBNs: 9783030463472; 3030463478
• Notes: Note: Includes bibliographical references and index.; Note: Description based on online resource; title from digital title page (viewed on October 15, 2020).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.