Name: Time Series for Economics and Finance
Price: 70.19 EUR
Availability: InStock
Author: Oliver Linton
ISBN: 9781009396264

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portada Time Series for Economics and Finance

Type

Physical Book

Publisher

Cambridge University Press

Author

Oliver Linton

Language

English

Pages

450

ISBN13

9781009396264

Time Series for Economics and Finance

Oliver Linton (Author) · Cambridge University Press · Physical Book

New Book Imported to Austria

Delivery: 28 Jul - 30 Jul

70,19 €

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70,19 €

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Synopsis "Time Series for Economics and Finance"

Focusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics. Theoretical and empirical exercises, concise summaries, bolded key terms, and illustrative examples are included throughout to reinforce key concepts and bolster understanding. Ancillary materials include an instructor's manual with solutions and additional exercises, PowerPoint lecture slides, and datasets. With its clear and accessible style, this textbook is an essential tool for advanced undergraduate and graduate students in economics, finance, and statistics.