Time series in economics and finance
Auteur :
Cipra, Tomas
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030463496
Date de publication :
1 sept. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.