Time Series in Economics and Finance

经济与金融时间序列

国民经济学

售   价:
1340.00
发货周期:外国库房发货,通常付款后3-5周到货
作      者
出  版 社
出版时间
2020年07月24日
装      帧
精装
ISBN
9783030463465
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页      码
343
语      种
英文
版      次
2020
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图书简介
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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