Introduction to Modern Time Series - E-book

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Introduction To Modern Time Series Analysis - ENG

Gebhard Kirchgässner; Jürgen Wolters

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$1,400.00

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Sinopsis

ISBN:	9783540732914
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Econometría
Año de publicación:	2007-08-17

This book contains the most important approaches to analyze time series which may be stationary or nonstationary. It starts with modeling and forecasting univariate time series and then presents Granger causality tests and vector autoregressive models for multiple stationary time series. It also covers modeling volatilities of financial time series with autoregressive conditional heteroskedastic models.

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