Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: Rarewaves.com UK, London, Regno Unito
EUR 43,77
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Aggiungi al carrelloPaperback. Condizione: New. Second Edition 2013. This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 36,77
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Aggiungi al carrelloCondizione: New. In.
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 47,88
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Aggiungi al carrelloPaperback. Condizione: New. Second Edition 2013. This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
EUR 36,76
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Aggiungi al carrelloCondizione: New.
Da: medimops, Berlin, Germania
EUR 50,00
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Aggiungi al carrelloCondizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
EUR 38,95
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
EUR 34,25
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Aggiungi al carrelloPF. Condizione: New.
EUR 40,99
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 49,95
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Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 274 Seiten; Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 560.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
EUR 49,95
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Aggiungi al carrellogebundene Ausgabe. Condizione: Gut. 274 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; einige Anstreichungen im Text; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 560.
EUR 45,55
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Aggiungi al carrelloCondizione: New.
Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
EUR 61,56
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Aggiungi al carrelloHardcover. Condizione: As New. No Jacket. 2nd Edition. As new.Ships from Japan.Usually ships in 1-2 working days.
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2014, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 69,54
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 69,54
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Da: Best Price, Torrance, CA, U.S.A.
EUR 61,43
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Aggiungi al carrelloCondizione: New. SUPER FAST SHIPPING.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 84,93
Convertire valutaQuantità: 15 disponibili
Aggiungi al carrelloCondizione: New. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 332 pages, biography. BIC Classification: KCB; KCBM; KCH; PBT; PBUD. Category: (G) General (US: Trade). Dimension: 236 x 156 x 23. Weight in Grams: 508. . 2014. 2 Rev ed. Paperback. . . . .
EUR 88,78
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Aggiungi al carrelloCondizione: New.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
ISBN 10: 3642440290 ISBN 13: 9783642440298
Lingua: Inglese
Da: Kennys Bookstore, Olney, MD, U.S.A.
EUR 105,42
Convertire valutaQuantità: 15 disponibili
Aggiungi al carrelloCondizione: New. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 332 pages, biography. BIC Classification: KCB; KCBM; KCH; PBT; PBUD. Category: (G) General (US: Trade). Dimension: 236 x 156 x 23. Weight in Grams: 508. . 2014. 2 Rev ed. Paperback. . . . . Books ship from the US and Ireland.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 96,89
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Aggiungi al carrelloCondizione: New. In English.
Da: Revaluation Books, Exeter, Regno Unito
EUR 98,51
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Aggiungi al carrelloPaperback. Condizione: Brand New. 2nd edition. 332 pages. 9.00x6.25x0.75 inches. In Stock.
EUR 93,11
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Aggiungi al carrelloCondizione: New.
Da: Best Price, Torrance, CA, U.S.A.
EUR 87,54
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Aggiungi al carrelloCondizione: New. SUPER FAST SHIPPING.
Editore: Springer Berlin Heidelberg, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 96,29
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2012, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 96,29
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Neuware -This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 332 pp. Englisch.
EUR 96,88
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Aggiungi al carrelloCondizione: New.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2012
ISBN 10: 3642334350 ISBN 13: 9783642334351
Lingua: Inglese
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 118,84
Convertire valutaQuantità: 15 disponibili
Aggiungi al carrelloCondizione: New. 2012. 2nd ed. 2013. Hardcover. This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data. Series: Springer Texts in Business and Economics. Num Pages: 320 pages, biography. BIC Classification: KCB; KCH; PBT; PBUD. Category: (P) Professional & Vocational. Dimension: 160 x 239 x 28. Weight in Grams: 628. . . . . .
EUR 107,24
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 95,69
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Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
EUR 107,57
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 66,01
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Aggiungi al carrelloCondizione: New.