Analysis Of Financial Time Series (Wiley Series In Probability And Statistics)
SKU: DADAX0471690740
ISBN : 9780471690740
Condition : New
Shipping & Tax will be calculated at Checkout.
US Delivery Time: 3-5 Business Days.
Outside US Delivery Time: 8-12 Business Days.
Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.
Specifications of Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
GENERAL | |
---|---|
Author | Ruey S. Tsay |
Binding | Hardcover |
Language | English |
Edition | 2nd |
ISBN-10 | 0471690740 |
ISBN-13 | 9780471690740 |
Publisher | Wiley-Interscience |
Number Of Pages | 640 |
Publication Date | 2005-08-30 |
DIMENSIONS | |
---|---|
Height | 9.39 inch. |
Length | 6.48 inch. |
Width | 1.33 inch. |
Weight | 2.2 pounds. |
Write a review
Your Name:
Your Email:
Your Review:
Note: HTML is not translated!
Rating: Bad Good
Enter the code in the box below: