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"Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application 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."@en
"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."@en
"Introducing the theory and applications of time series methods, this book emphasizes on statistical content and applications. It provides professionals with methods for applying time series analysis to their work, along with real-life examples from financial markets."
"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."@en
"Fundamental topics and new methods in time series analysisAnalysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application 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. Timely topics and recent results include:*Value at Risk (VaR)*High-frequency financial data analysis*Markov Chain Monte Carlo (MCMC) methods*Derivative pricing using jump diffusion with closed-form formulas*VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process*Multivariate volatility models with time-varying correlationsIdeal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods."@en
"Analysis of Financial Time Series, Second Edition 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."@en

genre

http://schema.org/genre

"Statistics"
"Statistics"@en
"Leermiddelen (vorm)"
"Libros electrónicos"
"Electronic books"
"Electronic books"@en

name

http://schema.org/name

"Analysis of financial time series financial econometrics"
"Analysis of financial time series financial econometrics"@en
"Analysis of financial time series"
"Analysis of financial time series"@en
"Analysis of financial time series : financial econometrics"
"Analysis of finanicial time series"@en
"Analysis of Financial Time Series"
"Analysis of Financial Time Series"@en
"Analysis of financial time series : financial econometries"

workExample

http://schema.org/workExample