Time series in economics and finance /
ix, 410 pages : illustrations ; 24 cm - (Springer texts in business and economics ) Content notes : Introduction -- Random processes -- Trend analysis -- Seasonality and periodicity -- Residual components -- Box-Jenkins methodology -- Regression models -- Financial time series -- Volatility modeling -- Value at risk -- Multivariate time series -- State space models. Econometrics. Finance - Statistical methods. Forecasting. Business mathematics.
