MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02269nam a2200277 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20260511171108.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
260511b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783030463465 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Edition number |
23 |
| Classification number |
330.015195 |
| Item number |
C577 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cipra, Tomáš, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Time series in economics and finance / |
| Statement of responsibility, etc |
Tomáš Cipra. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cham, Switzerland : |
| Name of publisher, distributor, etc |
Springer Nature Switzerland AG, |
| Date of publication, distribution, etc |
2020. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
ix, 410 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Springer texts in business and economics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book presents a comprehensive introduction to the analysis and forecasting of economic and financial time series using modern statistical and econometric methods. The text explains the theoretical foundations and practical applications of time-dependent data modeling in economics, finance, and business analytics. Major topics include decomposition methods, trend and seasonal analysis, autoregressive and moving-average models, Box-Jenkins methodology, regression techniques, volatility and risk modeling, financial asset dynamics, multivariate time series, cointegration, recursive state space methods, and forecasting procedures. Emphasizing practical applicability, the author combines mathematical explanations with real-world datasets, computational techniques, numerical examples, and exercises that illustrate how time series methods are applied in economic forecasting, financial analysis, and quantitative decision-making. Intended for students, researchers, and professionals, the work serves both as a textbook in econometrics and computational finance and as a reference source for advanced time series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Forecasting. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Business mathematics. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
