000			01517nam a22002895i 4500
001			91186
005			20231026103739.0
010			_a978-3-030-46347-2 _dcompra
090			_a91186
100			_a20231023d2020 k||y0pory50 ba
101	0		_aeng
102			_aCH
200	1		_aTime series in economics and finance _bDocumento eletrónico _fby Tomas Cipra
210			_aCham _cSpringer International Publishing _cSpringer _d2020
215			_aIX, 410 p. _cil.
303			_aThis 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.
606			_aStatistics
606			_aEconometrics
606			_aSocial sciences _xMathematics
606			_aFinancial engineering
680			_aQA276-280
700	1		_aCipra _bTomas
801		0	_aPT _gRPC
856	4		_uhttps://doi.org/10.1007/978-3-030-46347-2
942			_2lcc _cF _n0