Analysis of Financial Time Series
| Autor: | Ruey S. Tsay |
|---|---|
| EAN: | 9780470644553 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 16.07.2010 |
| Kategorie: | |
| Schlagworte: | Bayesian inference in finance methods financial econometric models financial econometrics financial time series return series of multiple assets univariate financial time series |
134,99 €*
Versandkostenfrei
Die Verfügbarkeit wird nach ihrer Bestellung bei uns geprüft.
Bücher sind in der Regel innerhalb von 1-2 Werktagen abholbereit.
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.
RUEY S. TSAY, PhD, is H. G. B. Alexander Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. Dr. Tsay has written over 100 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control, and he is the coauthor of A Course in Time Series Analysis (Wiley). Dr. Tsay is a Fellow of the American Statistical Association, the Institute of Mathematical Statistics, the Royal Statistical Society, and Academia Sinica.
Verwandte Artikel
Weitere Produkte vom selben Autor