Harvey – Time Series Models

Libro adottato a Ca' Foscari, a.a. 2026/2027 · 2 canali

«Harvey – Time Series Models» è adottato per Predictive Business And Finance dal prof. Dario Palumbo (Data Analytics for Business and Society – Ca' Foscari); per Financial Econometrics dal prof. Dario Palumbo (Economics, Finance and Sustainability – Ca' Foscari).

Come lo indica il docente: Harvey, A. C. (1993): Time Series Models (2nd Edition). https://books.google.ge/books/about/Time_Series_Models.html?id=s1ScQgAACAAJ&redir_esc=y · Harvey, A.C. (1994), Time Series Models

Titolo

Time series models

Autori

Andrew C. Harvey

Editore

Harvester Wheatsheaf, 1993

ISBN

9780745012001

Chi lo adotta

• Predictive Business And Finance – Prof. Dario Palumbo (canale unico)Data Analytics for Business and Society · Laurea magistrale · 2º anno · 1º semestre · 6 CFU
• Financial Econometrics – Prof. Dario Palumbo (canale unico)Economics, Finance and Sustainability · Laurea magistrale · 2º anno · 1º semestre · quantitative finance and risk management · 6 CFU

Programma e testi di ogni canale

Si studia insieme a

• Harvey – Structural Time Series Models and the Kalman…
• Hyndman – Principles and Practice
• Shumway – Time series analysis and its applications
• Bee Dagum – Seasonal Adjustment Methods and Real Time Trend-Cycle…
• Campbell – The Econometrics of Financial Markets
• Diebold – Yield Curve Modeling and Forecasting