000			02269nam a2200277 i 4500
003			ISI Library, Kolkata
005			20260511171108.0
008			260511b |||||||| |||| 00| 0 eng d
020			_a9783030463465
040			_aISI Library
082	0	4	_223 _a330.015195 _bC577
100	1		_aCipra, Tomáš, _eauthor.
245	1	0	_aTime series in economics and finance / _cTomáš Cipra.
260			_aCham, Switzerland : _bSpringer Nature Switzerland AG, _c2020.
300			_aix, 410 pages : _billustrations ; _c24 cm
490	0		_aSpringer texts in business and economics
504			_aIncludes bibliographical references and index.
505	0		_aIntroduction -- 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			_aThis 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	_aTime-series analysis.
650		0	_aEconometrics.
650		0	_aFinance _xStatistical methods.
650		0	_aForecasting.
650		0	_aBusiness mathematics.
942			_cBK _2ddc
999			_c447271 _d447271