Author(s): Ruey S. Tsay
Publisher: Wiley-Blackwell
ISBN: 9780470414354
Edition: 3rd Edition
$39,99
Delivery: This can be downloaded Immediately after purchasing.
Version: Only PDF Version.
Compatible Devices: Can be read on any device (Kindle, NOOK, Android/IOS devices, Windows, MAC)
Quality: High Quality. No missing contents. Printable
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This book presents an up-to-date, authoritative and internationally recognized treatment of financial time series by one of the world’s foremost investigators and researchers of the subject matter. too wonderful a book to be missed by anyone who works in time series analysis. (Journal of Statistical Computation and Simulation, October 2006)
Author(s): Ruey S. Tsay
Publisher: Wiley-Blackwell
ISBN: 9780470414354
Edition: 3rd Edition
$39,99
Delivery: This can be downloaded Immediately after purchasing.
Version: Only PDF Version.
Compatible Devices: Can be read on any device (Kindle, NOOK, Android/IOS devices, Windows, MAC)
Quality: High Quality. No missing contents. Printable
Recommended Software: Check here
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
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