Analysis of Financial Time Series

Ruey S. Tsay

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Language: English

Published by John Wiley & Sons Inc Sep 2010, 2010

0470414359 / 9780470414354

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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 methodsKey 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.

Seller Inventory # 9780470414354

Title
Analysis of Financial Time Series
Author
Ruey S. Tsay
Publisher
John Wiley & Sons Inc Sep 2010
Publication year
2010
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0470414359
ISBN 13
9780470414354
Edition
3rd Edition
Item weight
1,127 grams
Dimensions
241x166x43 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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