Analysis of Financial Time Series

Nonfiction, Science & Nature, Mathematics, Probability, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Analysis of Financial Time Series by Ruey S. Tsay, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Ruey S. Tsay ISBN: 9781118017098
Publisher: Wiley Publication: October 26, 2010
Imprint: Wiley Language: English
Author: Ruey S. Tsay
ISBN: 9781118017098
Publisher: Wiley
Publication: October 26, 2010
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

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.

More books from Wiley

Cover of the book ITIL Foundation Exam Study Guide by Ruey S. Tsay
Cover of the book Simulation Techniques in Financial Risk Management by Ruey S. Tsay
Cover of the book Dewhurst's Textbook of Obstetrics and Gynaecology by Ruey S. Tsay
Cover of the book Essentials of Inorganic Materials Synthesis by Ruey S. Tsay
Cover of the book Forschungsmethoden der Psychologie und Sozialwissenschaften für Dummies by Ruey S. Tsay
Cover of the book Principles of Turbulence Control by Ruey S. Tsay
Cover of the book C++ programmieren lernen für Dummies by Ruey S. Tsay
Cover of the book Job Interviews For Dummies by Ruey S. Tsay
Cover of the book Statistical Theory and Modeling for Turbulent Flows by Ruey S. Tsay
Cover of the book Fundamentals and Evolution of MPEG-2 Systems by Ruey S. Tsay
Cover of the book Crochet VISUAL Quick Tips by Ruey S. Tsay
Cover of the book Don't Be That Boss by Ruey S. Tsay
Cover of the book Mechanical Vibration and Shock Analysis, Mechanical Shock by Ruey S. Tsay
Cover of the book Comparing Groups by Ruey S. Tsay
Cover of the book Attachment in Middle Childhood: Theoretical Advances and New Directions in an Emerging Field by Ruey S. Tsay
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy