Time Series / Wiley Series in Probability and Statistics (PDF)
Applications to Finance
(Sprache: Englisch)
Elements of Financial Time Series fills a gap in the market in the
area of financial time series analysis by giving both conceptual
and practical illustrations. Examples and discussions in the later
chapters of the book make recent developments in time...
area of financial time series analysis by giving both conceptual
and practical illustrations. Examples and discussions in the later
chapters of the book make recent developments in time...
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Produktinformationen zu „Time Series / Wiley Series in Probability and Statistics (PDF)“
Elements of Financial Time Series fills a gap in the market in the
area of financial time series analysis by giving both conceptual
and practical illustrations. Examples and discussions in the later
chapters of the book make recent developments in time series more
accessible. Examples from finance are maximized as much as possible
throughout the book.
* Full set of exercises is displayed at the end of each
chapter.
* First seven chapters cover standard topics in time series at a
high-intensity level.
* Recent and timely developments in nonstandard time series
techniques are illustrated with real finance examples in
detail.
* Examples are systemically illustrated with S-plus with codes and
data available on an associated Web site.
area of financial time series analysis by giving both conceptual
and practical illustrations. Examples and discussions in the later
chapters of the book make recent developments in time series more
accessible. Examples from finance are maximized as much as possible
throughout the book.
* Full set of exercises is displayed at the end of each
chapter.
* First seven chapters cover standard topics in time series at a
high-intensity level.
* Recent and timely developments in nonstandard time series
techniques are illustrated with real finance examples in
detail.
* Examples are systemically illustrated with S-plus with codes and
data available on an associated Web site.
Inhaltsverzeichnis zu „Time Series / Wiley Series in Probability and Statistics (PDF)“
Preface. Introduction. Probability Models. Autoregressive Moving Average Models. Estimations in Time Domain. Examples in SPLUS. Forecasting. Spectral Analysis. Nonstationarity. Heteroskedasticity. Multivariate Time Series. State Space Models. Multivariate GARCH. Cointegrations and Common Trends. References. Index.
Autoren-Porträt von Ngai Hang Chan
NGAI HANG CHAN, PhD, is Professor of Statistics and Director of the Risk Management Science Program at the Chinese University of Hong Kong and Professor of Statistics at Carnegie Mellon University.
Bibliographische Angaben
- Autor: Ngai Hang Chan
- 2004, 1. Auflage, 224 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0471461644
- ISBN-13: 9780471461647
- Erscheinungsdatum: 22.03.2004
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- Größe: 7.05 MB
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Sprache:
Englisch
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