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on1198396206 |
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OCoLC |
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20240808213014.0 |
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m o d |
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cr nn||||mamaa |
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200925s2020 sz a ob 001 0 eng d |
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|a LQU
|b eng
|e rda
|e pn
|c LQU
|d UPM
|d EBLCP
|d OCLCO
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|d NLW
|d DCT
|d UKMGB
|d OCLCO
|d UKAHL
|d N$T
|d OCLCQ
|d UIU
|d OCLCO
|d OCLCQ
|d S9M
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCL
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|a GBC0G5636
|2 bnb
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7 |
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|a 019933869
|2 Uk
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| 019 |
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|a 1192491723
|a 1193113334
|a 1197847269
|a 1203981672
|a 1222779448
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| 020 |
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|a 9783030463472
|q (electronic book)
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| 020 |
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|a 3030463478
|q (electronic book)
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| 020 |
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|z 9783030463465
|q (hardback)
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| 020 |
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|z 9783030463496
|q (paperback)
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| 024 |
8 |
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|a 10.1007/978-3-030-46
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| 035 |
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|a (OCoLC)1198396206
|z (OCoLC)1192491723
|z (OCoLC)1193113334
|z (OCoLC)1197847269
|z (OCoLC)1203981672
|z (OCoLC)1222779448
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| 037 |
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|b Springer
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| 050 |
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4 |
|a HG176.5
|b .C56 2020
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| 049 |
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|a HCDD
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| 100 |
1 |
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|a Cipra, Tomas,
|e author.
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| 245 |
1 |
0 |
|a Time series in economics and finance /
|c Tomas Cipra.
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| 264 |
|
1 |
|a Cham, Switzerland :
|b Springer,
|c [2020]
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| 300 |
|
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|a 1 online resource (ix, 410 pages) :
|b illustrations (some color)
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| 336 |
|
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|a text
|b txt
|2 rdacontent
|
| 337 |
|
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|a computer
|b c
|2 rdamedia
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| 338 |
|
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
|
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|a text file
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| 347 |
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|b PDF
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| 504 |
|
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|a Includes bibliographical references and index.
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| 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.
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| 520 |
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|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.
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| 588 |
0 |
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|a Online resource; title from digital title page (viewed on October 15, 2020).
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| 650 |
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0 |
|a Time-series analysis.
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| 650 |
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0 |
|a Finance
|x Statistical methods.
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| 650 |
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0 |
|a Business mathematics.
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| 650 |
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0 |
|a Statistics.
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| 650 |
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0 |
|a Econometrics.
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| 650 |
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0 |
|a Economics, Mathematical.
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| 650 |
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0 |
|a Financial engineering.
|
| 650 |
|
7 |
|a statistics.
|2 aat
|
| 650 |
|
7 |
|a Econometrics.
|2 bicssc
|
| 650 |
|
7 |
|a Finance & accounting.
|2 bicssc
|
| 650 |
|
7 |
|a Finance.
|2 bicssc
|
| 650 |
|
7 |
|a Probability & statistics.
|2 bicssc
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| 650 |
|
7 |
|a Business & Economics
|x Econometrics.
|2 bisacsh
|
| 650 |
|
7 |
|a Mathematics
|x Applied.
|2 bisacsh
|
| 650 |
|
7 |
|a Business & Economics
|x Statistics.
|2 bisacsh
|
| 650 |
0 |
7 |
|a Economía financiera
|x Métodos estadísticos
|2 embucm
|
| 650 |
0 |
7 |
|a Análisis de series temporales
|2 embucm
|
| 650 |
|
7 |
|a Business mathematics
|2 fast
|
| 650 |
|
7 |
|a Econometrics
|2 fast
|
| 650 |
|
7 |
|a Economics, Mathematical
|2 fast
|
| 650 |
|
7 |
|a Finance
|x Statistical methods
|2 fast
|
| 650 |
|
7 |
|a Financial engineering
|2 fast
|
| 650 |
|
7 |
|a Statistics
|2 fast
|
| 650 |
|
7 |
|a Time-series analysis
|2 fast
|
| 655 |
|
0 |
|a Electronic books.
|
| 758 |
|
|
|i has work:
|a Time series in economics and finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFDY8dTHXbpYV9TCP6DtXd
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Cipra, Tomas.
|t Time series in economics and finance.
|d Cham, Switzerland : Springer, [2020]
|z 9783030463465
|w (OCoLC)1145553426
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://link.springer.com/10.1007/978-3-030-46347-2
|y Click for online access
|
| 903 |
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|a SPRING-MATH2020
|
| 994 |
|
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|a 92
|b HCD
|