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 ...
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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.
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Add this copy of Analysis of Financial Time Series to cart. $15.90, good condition, Sold by Your Online Bookstore rated 5.0 out of 5 stars, ships from Houston, TX, UNITED STATES, published 2001 by Wiley-Interscience.
Add this copy of Analysis of Financial Time Series: Financial to cart. $46.63, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2002 by John Wiley and Sons.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 850grams, ISBN: 9780471415442.
Add this copy of Analysis of Financial Time Series to cart. $63.31, good condition, Sold by newlegacybooks rated 5.0 out of 5 stars, ships from Annandale, NJ, UNITED STATES, published 2010 by Wiley.
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Fair. This is a USED book, it is subject to external and interior wear including, underlining, highlighting, annotations, water damage, minor scuffs and tears. This is a donated book accepted as is. Stickers and sticker residue on the cover should be expected, as well as spine wear from use. There are NO codes or disc(s) included. All items ship Monday-Friday within 2-3 business days. Thank you for supporting Goodwill of OC.
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Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
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New. Glued binding. Paper over boards. 605 p. Contains: Unspecified. Wiley Series in Probability and Statistics. Audience: General/trade. As new condition. No markings in or on the book. See photo
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Analysis of Financial Time Series to cart. $80.97, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2010 by Wiley.
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Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
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