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Analysis of Financial Time Series (inbunden, eng)

Analysis of Financial Time Series (inbunden, eng)

1 752 kr

1 752 kr

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Mån, 7 jul - tis, 8 jul


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Produktbeskrivning

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.




Format Inbunden Omfång 720 sidor Språk Engelska Förlag John Wiley & Sons Inc Utgivningsdatum 2010-09-10 ISBN 9780470414354

Artikel.nr.

c653ffae-d400-5f69-a7a5-4f5e267d0ce6

Analysis of Financial Time Series (inbunden, eng)

1 752 kr

1 752 kr

Få kvar

Mån, 7 jul - tis, 8 jul


Säker betalning

14-dagars öppet köp


Säljs och levereras av

Buyersclub.se