13.0%OFF
Download App
| >> | LShop | >> | Book | >> | Economics, Finance, ... | >> | Finance & Accounting | >> | Analysis Of Financia... |
13.0%OFF
Analysis Of Financial Time Series
-
ISBN
:
9788126523696
-
Publisher
:
Wiley India Pvt Ltd
-
Subject
:
Finance & Accounting
-
Binding
:
paperback
-
Pages
:
628
-
Year
:
2009
₹
779.0
13.0% OFF
₹
677.0
677.0
Buy Now
Shipping charges are applicable for books below Rs. 101.0
View DetailsEstimated Shipping Time : 5-7 Business Days
View Details
-
Description
This book provides a comprehensive 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; and Bayesian inference in finance methods. 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.
-
Author Biography
Ruey S. Tsay Ph.D., is H. G. R. Alexander Professor of Econometrics and Statistics in the Graduate School of Business at the University of Chicago. He is the 2003 recipient of the John Wiley & Sons, Inc. Award for Excellence in Academic Writing. Table of Contents Preface. Preface to First Edition. 1. Financial Time Series and Their Characteristics. 3. Conditional Heteroscedastic Models. 4. Nonlinear Models and Their Applications. 5. High-Frequency Data Analysis and Market Microstructure. 6. Continuous-Time Models and Their Applications. 7. Extreme Values, Quantile Estimation, and Value at Risk. 8. Multivariate Time Series Analysis and Its Applications. 9. Principal Component Analysis and Factor Models. 10. Multivariate Volatility Models and Their Applications. 11. State-Space Models and Kalman Filter. 12. Markov Chain Monte Carlo Methods with Applications. Index.
Related Items
-
of
-
OFFER
The Analysis And Use Of Financial Statements (With CD)
Gerald I. White
Starts At
720.0
879.0
18% OFF
-
OFFER
Financial Analysis And Modeling Using Excel And Vba, 2Nd Edition
Chandan Sengupta
Starts At
761.0
929.0
18% OFF
-
OFFER
Introduction To Financial Statement Analysis
Bhattacharyya Asish K
Starts At
276.0
325.0
15% OFF
-
OFFER
Financial Accounting: A Business Perspective (The Irwin Series in Undergraduate Accounting)
Roger H. Hermanson
Starts At
4487.0
5540.0
19% OFF
-
OFFER
Derivatives demystified -using structured financial products (Wiley Series in Financial Engineering)
John C. Braddock
Starts At
6965.0
8099.0
14% OFF
-
OFFER
Financial and Cost Analysis: For Engineering and Technology Management (Wiley Series in Engineering and Technology Management)
Henry E. Riggs
Starts At
4398.0
5114.0
14% OFF
-
OFFER
Foreign Currency Financial Reporting from Euro to Yen to Yuan:A Guide to Fundamental Concepts and Practical Applications (Wiley and SAS Business Series)
Robert Rowan
Starts At
4401.0
5118.0
14% OFF
-
OFFER
Financial Statement Analysis Workbook: Step-By-Step Exercises and Tests to Help Your Master Financial Statement Analysis
Martin S. Fridson
Starts At
1616.0
2127.0
24% OFF
-
OFFER
Financial Statement Analysis and Security Valuation
Stephen Penman
Starts At
2460.0
3466.0
29% OFF
-
OFFER
Engineering Economics and Financial Accounting (Ascent Series)
Aryasri
Starts At
260.0
325.0
20% OFF
-
OFFER
Financial Accounting (SAGE Course Companions series)
John Stittle
Starts At
652.0
750.0
13% OFF
-
OFFER
Derivatives Simplified: An Introduction to Risk Management
P. Bhaskar
Starts At
376.0
495.0
24% OFF
-
OFFER
Multinational Corporate Finance: Associateship Study Manual (Bankers Workbook)
Mark Largan
Starts At
5820.0
7973.0
27% OFF
-
OFFER
The Snowball: Warren Buffett and the Business of Life
A. Schroeder
Starts At
497.0
599.0
17% OFF
-
OFFER
More Money Than God: Hedge Funds and the Making of the New Elite
Sebastian Mallaby
Starts At
449.0
599.0
25% OFF
-
OFFER
Bank 2.0: How Customer Behavior and Technology Will Change the Future of Financial Services
Brett King
Starts At
4258.0
4436.0
4% OFF
-
OFFER
The Weekend That Changed Wall Street: An Eyewitness Account
Maria Bartiromo
Starts At
1977.0
2299.0
14% OFF
