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Ruey S. Tsay "Analysis of Financial Time Series" (pdf) (eng)
Financial Econometrics
2002
Publisher: Wiley-Interscience; 1st edition (October 15, 2001)
ISBN: 0471415448
Size: 3.8 Mb
WinRAR
часть 1 из 2
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Дайте почитать "Блумберг о Bloomberg"
Редактировано T2T (14/09/2010 20:17)
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Воротила
Душа форума
Зарегистрирован: 14/07/2003
Сообщений: 313
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часть 2 из 2
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Дайте почитать "Блумберг о Bloomberg"
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T2T
Профи
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Сообщений: 3360
Нахождение: Россия
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Ruey S. Tsay - Analysis of Financial Time Series, 3th Edition (pdf), (eng)
2010, 712 pages
rar, 6,34 MB
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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volandbaik
Свой человек
Зарегистрирован: 30/10/2009
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Нахождение: г. Байконур
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спасибо большое!!!
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