Time Series in Economics and Finance

Tomas Cipra ()
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Tomas Cipra: Charles University, Faculty of Mathematics and Physics

in Springer Books from Springer

Date: 2020
ISBN: 978-3-030-46347-2
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Chapters in this book:

Ch Chapter 1 Introduction

Tomas Cipra

Ch Chapter 10 Models of Development of Financial Assets

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Ch Chapter 11 Value at Risk

Tomas Cipra

Ch Chapter 12 Methods for Multivariate Time Series

Tomas Cipra

Ch Chapter 13 Multivariate Volatility Modeling

Tomas Cipra

Ch Chapter 14 State Space Models of Time Series

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Ch Chapter 2 Random Processes

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Ch Chapter 3 Trend

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Ch Chapter 4 Seasonality and Periodicity

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Ch Chapter 5 Residual Component

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Ch Chapter 6 Box–Jenkins Methodology

Tomas Cipra

Ch Chapter 7 Autocorrelation Methods in Regression Models

Tomas Cipra

Ch Chapter 8 Volatility of Financial Time Series

Tomas Cipra

Ch Chapter 9 Other Methods for Financial Time Series

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DOI: 10.1007/978-3-030-46347-2

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