東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Time series in economics and finance

Cipra, Tomas.

Linked to FindBook

Google Book

Amazon

博客來

Time series in economics and finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Time series in economics and finance/ by Tomas Cipra.
Author:	Cipra, Tomas.
Published:	Cham :Springer International Publishing : : 2020.,
Description:	ix, 410 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer Nature eBook
Subject:	Time-series analysis. -
Online resource:	https://doi.org/10.1007/978-3-030-46347-2
ISBN:	9783030463472

Time series in economics and finance
Cipra, Tomas.

Time series in economics and finance[electronic resource] /by Tomas Cipra. - Cham :Springer International Publishing :2020. - ix, 410 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9783030463472

Standard No.: 10.1007/978-3-030-46347-2doiSubjects--Topical Terms:

532530
Time-series analysis.

LC Class. No.: HG176.5 / .C577 2020

Dewey Class. No.: 330.015195

Time series in economics and finance
LDR:02406nmm a2200337 a 4500 001 2256027
003 DE-He213
005 20201228092652.0
006 m d
007 cr nn 008maaau
008 220420s2020 sz s 0 eng d
020 $a 9783030463472 $q (electronic bk.)
020 $a 9783030463465 $q (paper)
024 7 $a 10.1007/978-3-030-46347-2 $2 doi
035 $a 978-3-030-46347-2
040 $a GP $c GP
041 0 $a eng
050 4 $a HG176.5 $b .C577 2020
072 7 $a PBT $2 bicssc
072 7 $a BUS061000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a K $2 thema
082 0 4 $a 330.015195 $2 23
090 $a HG176.5 $b .C577 2020
100 1 $a Cipra, Tomas. $3 1086529
245 1 0 $a Time series in economics and finance $h [electronic resource] / $c by Tomas Cipra.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a ix, 410 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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.
650 0 $a Time-series analysis. $3 532530
650 0 $a Finance $x Statistical methods. $3 578739
650 0 $a Business mathematics. $3 625055
650 0 $a Statistics. $3 517247
650 0 $a Econometrics. $3 542934
650 0 $a Economics, Mathematical. $3 647770
650 0 $a Financial engineering. $3 550926
650 1 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 3382132
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Financial Engineering. $3 2191344
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-030-46347-2
950 $a Mathematics and Statistics (SpringerNature-11649)