9786206784081 - modeling financial time series data di arunachalam, rajarathinam; b., manikandan (5 risultati)
Altre immagini- Brossura
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 58,70
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Modeling Financial Time Series Data | Rajarathinam Arunachalam (u. a.) | Taschenbuch | Englisch | 2024 | LAP LAMBERT Academic Publishing | EAN 9786206784081 | Verantwortliche Person für die EU: SIA OmniScriptum Publishing, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de |…Anbieter: preigu.
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 68,90
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In recent years, stock markets have become an important part of many countries' economies. This increasing importance of stock markets has motivated me. Economists to predict stock prices and financial returns. In addition, estimat…ing stock market fluctuations is an important practice among investors and policymakers. Suitable statistical tools are very important to study the intercaches exits in the stock prices time series data. Accordingly, various econometric models have been employed in this investigation to study the different stock market behaviors and the dynamic relationship in the data sets. 148 pp. Englisch.
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 55,87
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. In recent years, stock markets have become an important part of many countries economies. This increasing importance of stock markets has motivated me. Economists to predict stock prices and financial returns. In add…ition, estimating stock market fluctuati.
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 68,90
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In recent years, stock markets have become an important part of many countries' economies. This increasing importance of stock markets has motivated me. Economists to predict stock prices and financial returns. In addition, estimating…stock market fluctuations is an important practice among investors and policymakers. Suitable statistical tools are very important to study the intercaches exits in the stock prices time series data. Accordingly, various econometric models have been employed in this investigation to study the different stock market behaviors and the dynamic relationship in the data sets.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 148 pp. Englisch.
- Brossura
- Print on Demand
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 69,73
EUR 61,19 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In recent years, stock markets have become an important part of many countries' economies. This increasing importance of stock markets has motivated me. Economists to predict stock prices and financial returns. In addition, estimating s…tock market fluctuations is an important practice among investors and policymakers. Suitable statistical tools are very important to study the intercaches exits in the stock prices time series data. Accordingly, various econometric models have been employed in this investigation to study the different stock market behaviors and the dynamic relationship in the data sets.
