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

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

Econometrics

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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.

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

Product Type: Abis Book

Brand: Wiley

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470414359
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 10 September 2010
Listed Since: 01 July 2008

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

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