"Tsay, Ruey S." . . "Econometría." . . "Econometria." . "John Wiley & Sons." . . "Wiskundige statistiek." . . "Finanzwirtschaft." . . "Finances Statistiques." . . "Factoranalyse." . . "Portfolio-Management" . . "Análisis de series cronológicas." . . "Time-series analysis." . . "BUSINESS & ECONOMICS Finance." . . "Sèries temporals Anàlisi." . . "Tijdreeksen." . . "Ökonometrie Zeitreihenanalyse." . . "Ekonometria." . . "Zeitreihe." . . "Finanzas." . . "Finances." . . "Econometrics." . . "Économétrie." . . "Econométrie." . "Pénzügy ökonometria." . . "Tidsrækkeanalyser" . . "Tidsrækkeanalyser." . "Kapitalmarktmodell." . . "Zaman serileri analizi." . . "Zarządzanie ryzykiem." . . "Série chronologique." . . "Financiële gegevens." . . "Análisis de series de tiempo." . . "Finansiering" . . "Finansiering." . "Gestió del risc." . . "Ökonometrie." . . "Theorie" . . "Electronic books." . . "Mathématiques financières." . . "Anvendt statistik" . . "Anvendt statistik." . "Valeur à risque." . . "Finances Models economètrics." . . "Riesgo (Economía)" . . "Ökonometria modellek statisztikai idősorok." . . "Ökonometrisches Modell." . . "Tidsrækker" . . "Tidsrækker." . "Risikoanalyse" . . "Modèle économétrique." . . "Risk yönetimi." . . "Administración de riesgos." . . "ANÁLISE DE SÉRIES TEMPORAIS." . . "Anàlisi de sèries temporals." . . "Risc (Economia)" . . "Finances Modèles mathématiques." . . . "Analysis of financial time series financial econometrics"@en . "Analysis of financial time series financial econometrics" . . . . . . . . . . . . . . . . . . "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 . . . . . . . . . . . . . . . . . . . . "Statistics" . "Statistics"@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." . . . . . . . . . . . . . . . "Analysis of financial time series" . "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 . . . . "Analysis of financial time series"@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 . . . . . . . "Leermiddelen (vorm)" . "Analysis of financial time series : financial econometrics" . . "Analysis of finanicial time series"@en . . . . . . . . "Libros electrónicos" . "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 . . . . . . . . . . . . . "Analysis of Financial Time Series" . "Analysis of Financial Time Series"@en . . . . . . . . "Analysis of financial time series : financial econometries" . . . . . . . . . . . . . . . . . "Electronic books"@en . "Electronic books" . . . . . . . . . . "Finance." . . "Análisis de series temporales." . . "Economia matematica." . . "Kreditmarkt." . . "Risikomanagement." . . "économétrie finances série temporelle - analyse." . . "Modell." . . "Serie temporali - Analisi." . . "Økonometri" . . "MATHEMATICS Probability & Statistics General." . . "Séries chronologiques." . . "Analyse des risques." . . "Ekonometri." . . "John Wiley & Sons, Inc." . . "Zeitreihenanalyse Wertpapieranalyse Portfolio-Management Theorie." . . "Szeregi czasowe." . . "Gestion du risque." . . "Wertpapieranalyse" . . "Finanza - Modelli econometrici." . . . . "Administración del riesgo." . . "Risk management." . . "Kapitalmarkt." . . "Zeitreihenanalyse." . . "Zeitreihenanalyse" . "Techniques de gestion." . .