Isbn: 9781118617908 - multivariate time series analysis: with r and financial applications (wiley series in probability and statistics) (8 Ergebnisse)

Zustand: Good. Item in good condition and has highlighting/writing on text. Used texts may not contain supplemental items such as CDs, info-trac etc.

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

Zustand: New. pp. 520.

Zustand: New. In English.

Zustand: New. An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Series: Wiley Series in Probability and Statistics. Num Pages: 520 pages, Illustrations. BIC Classification: KC; PBK; PBT. Category: (P) Professional & Vocational. Dimension: 244 x 165 x 31. Weight in Grams: 852. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

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. He has written over 125 published articles in the areas of business and economic forecasting, data analysis, risk manageme.

Hardcover. Zustand: Brand New. 1st edition. 520 pages. 9.75x6.50x1.50 inches. In Stock.

Buch. Zustand: Neu. Neuware - An accessible guide to the multivariate time series tools used in numerous real-world applicationsMultivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research.Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes:\* Over 300 examples and exercises to reinforce the presented content\* User-friendly R subroutines and research presented throughout to demonstrate modern applications\* Numerous datasets and subroutines to provide readers with a deeper understanding of the materialMultivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.…