£83.50

Wiley Analysis of Financial Time Series (Wiley Series in Probability and Statistics)

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£124.95 £75.57 £86.34 £97.12 £107.89 £118.67 £129.44 11 June 2024 03 November 2024 28 March 2025 20 August 2025 13 January 2026

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558 days · current 9 days 1 day 14 days 0 140 279 419 558 £80-89 £89-98 £98-107 £116-125 Days at Price

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Most common range: £80-89 (558 days, 95.9%)

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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 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.

Key Features

Analysis Of Financial Time Series (Wiley Series In Probability And Statistics)

Product Type: Abis Book

Brand: Wiley

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
10 September 2010
Listed Since
01 July 2008

Barcode

No barcode data available

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