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Analysis of Financial Time Series Second Edition by Ruey S Tsay, 1951- is a nonfiction available to read on EtoBox.

What is Analysis of Financial Time Series Second Edition about?

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 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. The author begins with the basic characteristics of financial time series data, setting the foundation for the three main topics: * Analysis and application of univariate financial time series * Return series of multiple assets * Bayesian inference in finance methods This new edition is a thoroughly revised and updated text, including the addition of S-Plus® commands and illustrations. Exercises have been thoroughly upda

Who reads Analysis of Financial Time Series Second Edition?

Author

Ruey S Tsay, 1951-

Publisher

Wiley interscience

Published

2005

Language

EN

ISBN

9780471746188

Category

nonfiction

Subjects

Management, Finance, Economics