Login

Search "financial time series data"

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

Analysis of Financial Time Series

Tsay, Ruey S.

From 112,85€

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

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

Analysis of Financial Time Series

Tsay, Ruey S.

123,40€

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

Mikosch, Thomas - Handbook of Financial Time Series, ebook

Handbook of Financial Time Series

Mikosch, Thomas

273,90€

Continuous Time Approximations to GARCH and Stochastic Volatility Models
Alexander M. Lindner
23. Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
Peter C. B. Phillips, Jun Yu
24. Parametric Inference for Discretely Sampled

Blume, Lawrence E. - Macroeconometrics and Time Series Analysis, ebook

Macroeconometrics and Time Series Analysis

Blume, Lawrence E.

36,80€

Table of contents
1. Aggregation (econometrics)
Thomas M. Stoker
2. ARCH models
Oliver B. Linton
3. Bayesian methods in macroeconometrics
Frank Schorfheide
4. Bayesian time series analysis
Mark F. J. Steel
5. Central limit theorems
Werner Ploberger
6. Cointegration
Mark W. Watson
7.