The book is currently out of stock
Introduction to modern time series analysis
Authors
Parameters
Categories
More about the book
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.
Publication
Book purchase
Introduction to modern time series analysis, Gebhard Kirchgässner
- Language
- Released
- 2008
We’ll notify you via email once we track it down.
Payment methods
- Title
- Introduction to modern time series analysis
- Language
- English
- Authors
- Gebhard Kirchgässner
- Publisher
- Springer
- Released
- 2008
- Format
- Paperback
- ISBN10
- 3540687351
- ISBN13
- 9783540687351
- Category
- Business and Economics
- Description
- 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.