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Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

Hardback (11 Oct 2007) | German

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Publisher's Synopsis

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.

Book information

ISBN: 9783540732907
Publisher: Springer
Imprint: Springer
Pub date:
Language: German
Number of pages: 274
Weight: 581g
Height: 234mm
Width: 156mm
Spine width: 17mm