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subject:"Stock market"
~subject:"ARMA-Modell"
~subject:"Finanzierungstheorie"
~subject:"VAR-Modell"
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Time series econometrics
Neusser, Klaus
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2016
Persistent link: https://www.econbiz.de/10011485298
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Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
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2012
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Persistent link: https://www.econbiz.de/10014008462
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2008
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2. ed.
Persistent link: https://www.econbiz.de/10003679356
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Stochastische Integration und Zeitreihenmodellierung : eine Einführung mit Anwendungen aus Finanzierung und Ökonometrie
Hassler, Uwe
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2007
Persistent link: https://www.econbiz.de/10003494232
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New introduction to multiple time series analysis
Lütkepohl, Helmut
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2006
Persistent link: https://www.econbiz.de/10001768634
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard
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2006
Persistent link: https://www.econbiz.de/10003028229
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
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2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
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