The Resource Analysis of Financial Time Series, Third Edition, TSAY, RUEY, (electronic resource)

Analysis of Financial Time Series, Third Edition, TSAY, RUEY, (electronic resource)

Label
Analysis of Financial Time Series, Third Edition
Title
Analysis of Financial Time Series, Third Edition
Statement of responsibility
TSAY, RUEY
Creator
Contributor
Author
Subject
Genre
Language
  • eng
  • eng
Summary
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
http://library.link/vocab/creatorName
TSAY, RUEY
Nature of contents
standards specifications
http://library.link/vocab/relatedWorkOrContributorName
Safari, an O'Reilly Media Company
http://library.link/vocab/subjectName
  • Business enterprises
  • Economics
  • Commerce
Label
Analysis of Financial Time Series, Third Edition, TSAY, RUEY, (electronic resource)
Link
https://www.safaribooksonline.com/library/view/-/9781118017098/?ar
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
701 p.
Form of item
online
Issuing body
Made available through: Safari, an O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9781118017098
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (Sirsi) a273486
  • (Safari)9781118017098
System details
Mode of access: World Wide Web
Label
Analysis of Financial Time Series, Third Edition, TSAY, RUEY, (electronic resource)
Link
https://www.safaribooksonline.com/library/view/-/9781118017098/?ar
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Dimensions
unknown
Edition
1st edition
Extent
701 p.
Form of item
online
Issuing body
Made available through: Safari, an O'Reilly Media Company.
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
9781118017098
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (Sirsi) a273486
  • (Safari)9781118017098
System details
Mode of access: World Wide Web

Library Locations

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      Collins Hall 2nd Floor Waubonsee Community College Route 47 at Waubonsee Drive, Sugar Grove, IL, 60554-9454, US
      41.7974 -88.45785
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