Analysis of Financial Time Series

Engelsk
Vælg format:

Analysis of Financial Time Series

Lagerstatus kan ændre sig i løbet af dagen. Kontakt derfor butikken for at sikre, at varen stadig er på lager, så du ikke går forgæves.

Klik & hent fragtfrit i din lokale butik eller få varen leveret. Medlemmer får halv pris på fragten

Detaljer

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 seriesThe return series of multiple assetsBayesian 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.

Forlag

John Wiley & Sons Inc

Udgivelsesdato

Opslagsdato

Varegruppe
Management
Format

HARDBACK

Anmeldelser

Brugernes anmeldelser

Vurderet 0.0 ud af 5 baseret på 0 vurderinger

Passer perfekt sammen med

Gør dit køb komplet med produkter, der matcher i stil, tema eller stemning

Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr

Andre fandt også inspiration i

Flere produkter, som fanger nysgerrigheden hos andre kunder

Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr
Produkt 45,00 kr