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
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Czech description
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Classification
Type
B - Specialist book
CEP classification
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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
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