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Tsay, Ruey S.

Analysis of Financial Time Series

Tsay, Ruey S. - Analysis of Financial Time Series, ebook

139,20€

Ebook, PDF with Adobe DRM
ISBN: 9780471746188
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Printing173 pages with an additional page accrued every 5 hours, capped at 173 pages
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Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book.

Youll 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. Youll 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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2005
Language
en
Edition
2
Series
Wiley Series in Probability and Statistics
Page amount
576 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780471746188
Printed ISBN
9780471690740

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