Analysis of Financial Time Series

Beschreibung

Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. You'll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. You'll 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. This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.

Autor*in

Ruey S. Tsay

Themen in »Analysis of Financial Time Series«

Finanzwirtschaft Zeitreihenanalyse

Stimmen zu »Analysis of Financial Time Series«

".too wonderful [a] book to be missed by any one who works in time series analysis." (Journal of Statistical Computation and Simulation, October 2006)".an excellent account of financial time series.[for] students and especially to practitioners, who really need a book with enough.theoretical concepts.but also with plenty of intuitive insight of how exactly these models work." (MAA Reviews, January 2, 2006) ".too wonderful [a] book to be missed by any one who works in time series analysis." (Journal of Statistical Computation and Simulation, October 2006)".an excellent account of financial time series.[for] students and especially to practitioners, who really need a book with enough.theoretical concepts.but also with plenty of intuitive insight of how exactly these models work." (MAA Reviews, January 2, 2006)
()

Details

Link teilen