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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)

Ruey S. Tsay




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 | #2837490 in eBooks |  2005-08-30 |  2005-08-30 | File type: PDF

||4 of 4 people found the following review helpful.| A nice up-to-date collection of time series techniques|By Robby|A nice up-to-date collection of time series techniques. Should be useful for someone who already has some experience in the field. However, would not recommend as an introduction for an uninitiated.

Pros:
* Covers a broad scope of up-to-date time series topics.
* Presentations of models are con| |“…in my view, this is the number one reference for a course on financial econometrics...” (Statistical Papers, Vol.45, No.4, October 2004)|“…covers classical and new topics of financial econometrics…lots of examples, exer

Provides statistical tools and techniques needed to understand today's financial markets

The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of ...

You can specify the type of files you want, for your device.Analysis of Financial Time Series (Wiley Series in Probability and Statistics)   |  Ruey S. Tsay. I was recommended this book by a dear friend of mine.

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