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Anglický jazyk
Modeling Financial Time Series Data
Autor: Rajarathinam Arunachalam
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... Viac o knihe
Na objednávku
67.36 €
bežná cena: 70.90 €
O knihe
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.
- Vydavateľstvo: LAP LAMBERT Academic Publishing
- Rok vydania: 2024
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9786206784081
