Analysis Of Financial Time Series,New

Analysis Of Financial Time Series,New

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Fundamental Topics And New Methods In Time Series Analysisanalysis Of Financial Time Series Provides A Comprehensive And Systematic Introduction To Financial Econometric Models And Their Application To Modeling And Prediction Of Financial Time Series Data. It Utilizes Realworld 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; And Bayesian Inference In Finance Methods. Timely Topics And Recent Results Include: Value At Risk (Var) Highfrequency Financial Data Analysis Markov Chain Monte Carlo (Mcmc) Methods Derivative Pricing Using Jump Diffusion With Closedform Formulas Var Calculation Using Extreme Value Theory Based On A Nonhomogeneous Twodimensional Poisson Process Multivariate Volatility Models With Timevarying Correlationsideal As A Fundamental Introduction To Time Series For Mba Students Or As A Reference For Researchers And Practitioners In Business And Finance, Analysis Of Financial Time Series Offers An Indepth And Uptodate Account Of These Vital Methods.

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We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.

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Warranty

We provide a 2-year limited warranty, from the date of purchase for all our products.

If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.

This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).

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