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Time Series in Economics and Finance

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10417661" target="_blank" >RIV/00216208:11320/20:10417661 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1007/978-3-030-46347-2" target="_blank" >http://dx.doi.org/10.1007/978-3-030-46347-2</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/978-3-030-46347-2" target="_blank" >10.1007/978-3-030-46347-2</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Time Series in Economics and Finance

  • Original language description

    The monograph presents the principles and methods for the 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.

  • Czech name

  • Czech description

Classification

  • Type

    B - Specialist book

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

    <a href="/en/project/GX19-28231X" target="_blank" >GX19-28231X: DyMoDiF - Dynamic Models for the Digital Finance</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2020

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • ISBN

    978-3-030-46346-5

  • Number of pages

    410

  • Publisher name

    Springer Nature

  • Place of publication

    Neuveden

  • UT code for WoS book