 |
|
|
Item Details
| Title:
|
ANALYSIS OF FINANCIAL TIME SERIES, THIRD EDITION
|
| By: |
Ruey S. Tsay |
| Format: |
Hardback |
| List price:
|
£124.95 |
| Our price: |
£112.46 |
| Discount: |
|
| You save:
|
£12.49 |
|
|
|
|
|
| ISBN 10: |
0470414359 |
| ISBN 13: |
9780470414354 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
|
| Stock: |
Currently 2 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
4 August, 2010 |
| Edition: |
3rd Revised edition |
| Series: |
CourseSmart |
| Pages: |
712 |
| Description: |
Analysis of Financial Time Series, Third Edition 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. |
| Synopsis: |
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. |
| Publication: |
US |
| Imprint: |
Wiley-Blackwell |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|