Time Series in Economics and Finance

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Time Series in Economics and Finance

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Time Series in Economics and Finance

Popis výsledku anglicky

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.

Druh

B - Odborná kniha

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

<a href="/cs/project/GX19-28231X" target="_blank" >GX19-28231X: Dynamické modely pro digitální finance</a><br>

Návaznosti

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

Rok uplatnění

2020

Kód důvěrnosti údajů

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

ISBN

978-3-030-46346-5

Počet stran knihy

410

Název nakladatele

Springer Nature

Místo vydání

Neuveden

Kód UT WoS knihy

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