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Chan, Ngai Hang

Time Series: Applications to Finance

Chan, Ngai Hang - Time Series: Applications to Finance, ebook

146,55€

Ebook, PDF with Adobe DRM
ISBN: 9780471461647
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Printing67 pages with an additional page accrued every 11 hours, capped at 67 pages
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Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from finance are maximized as much as possible throughout the book.
* Full set of exercises is displayed at the end of each chapter.
* First seven chapters cover standard topics in time series at a high-intensity level.
* Recent and timely developments in nonstandard time series techniques are illustrated with real finance examples in detail.
* Examples are systemically illustrated with S-plus with codes and data available on an associated Web site.

Keywords: Engineering Statistics, Time Series, Engineering Statistics, Time Series

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2002
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
224 pages
Format
Ebook
eISBN (PDF)
9780471461647
Printed ISBN
9780471411178

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