Isbn: 9780470414354 - analysis of financial time series (wiley series in probability and statistics, band 762) (12 Ergebnisse)

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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. pp. 712.

Zustand: New. In English.

Zustand: NEW.

Hardcover. Zustand: Brand New. 3rd edition. 704 pages. 9.00x6.00x1.25 inches. In Stock.

Zustand: New. 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 .

Zustand: New. 2010. 3rd. Hardcover. 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. Num Pages: 712 pages, Illustrations. BIC Classification: KCHS; KFF; PBT. Category: (P) Professional & Vocational. Dimension: 236 x 164 x 40. Weight in Grams: 1118. Series: Wiley Desktop Editions. 712 pages, Illustrations. 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. Cateogry: (P) Professional & Vocational. BIC Classification: KCHS; KFF; PBT. Dimension: 236 x 164 x 40. Weight: 1134. . . . . . Books ship from the US and Ireland.…

Buch. Zustand: Neu. Analysis of Financial Time Series | Ruey S. Tsay | Buch | 720 S. | Englisch | 2010 | John Wiley & Sons Inc | EAN 9780470414354 | Verantwortliche Person für die EU: Wiley-VCH GmbH, Boschstr. 12, 69469 Weinheim, product-safety[at]wiley[dot]com | Anbieter: preigu.

Buch. Zustand: Neu. 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.…