01056nam a2200253 a 4500991003502939707536 9788834826867b14343198-39ule_instBibl. Dip.le Aggr. Scienze Giuridiche - Sez. Studi Giuridiciita330.1260945Musella, Marco118105L'economia sociale nell'era della sussidiarietà orizzontale /Marco Musella, Maria Santoro.Torino :Giappichelli,2012xi, 103 p. ;23 cm.L'economia sociale ;1Economia socialeSantoro, Mariaauthorhttp://id.loc.gov/vocabulary/relators/aut467638.b1434319825-05-1822-05-18991003502939707536LE027 330.12 MUS01.0112027000339525le027pE11.00-l- 01710.i1584874725-05-18Economia sociale nell'era della sussidiarietà orizzontale1418881UNISALENTOle027 - - ma -itait 2003430nam 22006255 450 991048453810332120251113180259.03-030-46347-810.1007/978-3-030-46347-2(CKB)4100000011413952(MiAaPQ)EBC6331636(DE-He213)978-3-030-46347-2(PPN)250216663(MiAaPQ)EBC6326509(MiAaPQ)EBC29093019(EXLCZ)99410000001141395220200831d2020 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierTime Series in Economics and Finance /by Tomas Cipra1st ed. 2020.Cham :Springer International Publishing :Imprint: Springer,2020.1 online resource (409 pages) illustrations3-030-46346-X Includes bibliographical references and index.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.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.StatisticsEconometricsSocial sciencesMathematicsFinancial engineeringStatistics in Business, Management, Economics, Finance, InsuranceEconometricsMathematics in Business, Economics and FinanceFinancial EngineeringStatistics.Econometrics.Social sciencesMathematics.Financial engineering.Statistics in Business, Management, Economics, Finance, Insurance.Econometrics.Mathematics in Business, Economics and Finance.Financial Engineering.330.015195Cipra Tomasauthttp://id.loc.gov/vocabulary/relators/aut1015116MiAaPQMiAaPQMiAaPQBOOK9910484538103321Time Series in Economics and Finance2368793UNINA