Introduction to Modern Time Series Analysis | EKB DL

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Introduction to Modern Time Series Analysis

Introduction to Modern Time Series Analysis

Description

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.

Keywords

Business & EconomicsEconometricsStatistics

2007Book

Author(s)Gebhard Kirchgässner, Jürgen Wolters

PublisherSpringer

ISBN9783540732907

LanguageEnglish

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