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Analysis of Financial Time Series, 3ed

Analysis of Financial Time Series, 3ed
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Analysis of Financial Time Series, 3ed
No. Of Views: 1440
₹722
₹849
Reward Points: 1798
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. ..
Pustak Details
Sold ByWiley India Publication
AuthorRuey S. Tsay
ISBN-139788126548934
FormatPaperback
LanguageEnglish
Pages712 Pages
CategorySTATISTICS FOR FINANCE, BUSINESS & ECONOMICS

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Book Description

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.
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