Modeling Financial Time Series Data
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ISBN13:9786206784081
出版社:LAP LAMBERT ACADEMIC PUB
作者:Rajarathinam Arunachalam
出版日:2024/01/19
裝訂:平裝
規格:22.9cm*15.2cm*0.9cm (高/寬/厚)
定價
:NT$ 4440 元若需訂購本書,請電洽客服 02-25006600[分機130、131]。
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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.
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