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Wiley Analysis of Financial Time Series - Probability & Statistics

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£99.17 £83.11 £86.61 £90.12 £93.62 £97.13 £100.63 06 June 2026 28 June 2026 20 July 2026 11 August 2026 03 September 2026

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1 day 17 days 12 days 27 days · current 33 days 0 8 17 25 33 £85-87 £87-90 £90-93 £93-96 £96-99 Days at Price

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Description

Master the complexities of financial econometrics with this systematic guide from the Wiley Series in Probability and Statistics. This book offers a mature approach to modeling and predicting financial time series data through a structured learning path. By utilizing real-world examples and actual financial data, the text ensures that theoretical models are grounded in practical application. The content begins with the fundamental characteristics of financial time series data, providing a strong foundation for more advanced study. Readers will explore three core areas: the analysis and application of univariate financial time series, the return series of multiple assets, and Bayesian inference methods in finance. This comprehensive resource is designed for those seeking a professional understanding of current econometric models and their real-world utility in finance.

Key Features

Comprehensive econometric modeling that covers current methods for predicting and analyzing financial time series data.

Practical application through the use of real-world examples and real financial data throughout the text.

Structured learning path starting with basic characteristics of financial data before moving to advanced topics.

In-depth study of univariate financial time series and their specific applications in the field.

Advanced analysis of the return series for multiple assets to understand complex market movements.

Specialized coverage of Bayesian inference methods specifically designed for financial contexts.

Part of the respected Wiley Series in Probability and Statistics for professional academic use.

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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