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Econometric Analysis of Seasonal Time Series

Eric Ghysels

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Econometric Analysis of Seasonal Time Series

Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric analysis of seasonal time series.

Book cover of: Econometric Analysis of Seasonal Time Series. By: Eric Ghysels

Econometric Analysis of Seasonal Time...

Regular price €120,04
Sale price €120,04 Regular price €123,75