Analysis of Financial Time Series (Hardcover: Illustrated: 472 pages)
- Overview |
- Compare Prices |
- Publishers Notes
Product Details: Analysis of Financial Time Series
| Author: | Ruey S. Tsay |
| Format: | Hardcover: Illustrated: 472 pages. |
| Publisher: | Wiley-Interscience (10/01/2001) |
| ISBN: | 0471415448 |
| ISBN13: | 9780471415442 |
| Reading Level: |
Publisher Notes: Analysis of Financial Time Series
- Fundamental topics and new methods in time series analysis
Analysis 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 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; and Bayesian inference in finance methods. Timely topics and recent results include:
* Value at Risk (VaR)
* High-frequency financial data analysis
* Markov Chain Monte Carlo (MCMC) methods
* Derivative pricing using jump diffusion with closed-form formulas
* VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process
* Multivariate volatility models with time-varying correlations
Ideal 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 in-depth and up-to-date account of these vital methods.
Compare Prices: Analysis of Financial Time Series
| Store | Store Rating | Price | Notes/Coupons | |
|---|---|---|---|---|
|
|
$97.65Total Price N/A | New Item fantastic prices with ease & comfort of amazon | Go to Store |
Time Book - Find time book. Shop at Target Online or In-Store.
www.Target.com
The Book of Time By Guillaume Prevost - Over 300,000 Books To Choose From. Great Prices For This Authors Work.
www.HotBookSale.com/free-shipping
Buy Books at Alibris - 70+ Million Books In One Website. Used, New, Out of Print. Low Prices.
www.alibris.com
Time Series Forecasting - Neural networks and genetic algorithms for accurate forecasting.
www.dtreg.com
The Book Of Time at Amazon - Buy books at Amazon.com and save. Qualified orders over $25 ship free.
Amazon.com/books
Rate & Write a Review: Analysis of Financial Time Series
Rate & Write a Review: Analysis of Financial Time Series
Please send us your feedback on our site. • Find, Compare, Read Reviews & Buy Analysis of Financial Time Series - Online @ Yahoo! Shopping • Want to see your products in Yahoo! Shopping? Build your own online store or Advertise with us. Current Advertisers Sign in • Make money with Yahoo! Shopping APIs, now powering Yahoo! Tech. • Learn more about our paid syndication program. • Sitemap • Top Searches
Information about prices, products, services and merchants is provided by third parties and is for informational purposes only. Yahoo! does not represent or warrant the accuracy or reliability of the information, and will not be liable for any errors, omissions, or delays in this information or any losses, injuries, or damages arising from its display or use.