ISBN 9788126548934,Analysis Of Financial Time Series, 3Rd Ed

Analysis Of Financial Time Series, 3Rd Ed


Ruey S. Tsay



Wiley India Pvt Ltd

Publication Year 2014

ISBN 9788126548934

ISBN-10 8126548932


Number of Pages 712 Pages
Language (English)

Statistics For Finance, Business & Economics

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 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.