Time Series in Economics and Finance / Tomas Cipra |
Autore | Cipra, Tomas |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0249973 |
Cipra, Tomas | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Time Series in Economics and Finance / Tomas Cipra |
Autore | Cipra, Tomas |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | ix, 410 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
Soggetto non controllato |
Autocorrelation methods
Box-Jenkins methodology Decomposition methods Dynamic models in econometrics Economic time series Financial Econometrics Financial Time Series Multivariate time series Quantitative Finance Seasonality and prediction Time series Time series predictions Trend Value at risk Volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00249973 |
Cipra, Tomas | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|