Analysis of Financial Time Series

Analysis of Financial Time Series
Author :
Publisher : John Wiley & Sons
Total Pages : 724
Release :
ISBN-10 : 9781118017098
ISBN-13 : 1118017099
Rating : 4/5 (099 Downloads)

Book Synopsis Analysis of Financial Time Series by : Ruey S. Tsay

Download or read book Analysis of Financial Time Series written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2010-10-26 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications 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 Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.


Analysis of Financial Time Series Related Books

Analysis of Financial Time Series
Language: en
Pages: 724
Authors: Ruey S. Tsay
Categories: Mathematics
Type: BOOK - Published: 2010-10-26 - Publisher: John Wiley & Sons

GET EBOOK

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of fin
Analysis and Forecasting of Financial Time Series Using R
Language: en
Pages: 264
Authors: Jaydip Sen
Categories:
Type: BOOK - Published: 2017-08-23 - Publisher:

GET EBOOK

Time Series Analysis and Forecasting by Example
Language: en
Pages: 346
Authors: Søren Bisgaard
Categories: Mathematics
Type: BOOK - Published: 2011-08-24 - Publisher: John Wiley & Sons

GET EBOOK

An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techni
Modelling Financial Time Series
Language: en
Pages: 297
Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

GET EBOOK

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial economet
Introduction to Financial Forecasting in Investment Analysis
Language: en
Pages: 245
Authors: John B. Guerard, Jr.
Categories: Business & Economics
Type: BOOK - Published: 2013-01-04 - Publisher: Springer Science & Business Media

GET EBOOK

Forecasting—the art and science of predicting future outcomes—has become a crucial skill in business and economic analysis. This volume introduces the reade