Téléchargez le livre : Analysis of Financial Time Series

Analysis of Financial Time Series

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Éditeur :

Wiley


Paru le : 2010-10-26

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Description
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.
Pages
720 pages
Collection
n.c
Parution
2010-10-26
Marque
Wiley
EAN papier
9780470414354
EAN PDF
9780470644553
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
720
Taille du fichier
13824 Ko
Prix
157,14 €
EAN EPUB
9781118017098
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
720
Taille du fichier
23962 Ko
Prix
157,14 €

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