Service-Telefon
+49(0)6151-988520
German English
Fachgebiete

Details

1732145 Chan, Ngai Hang:
Time Series
 Applications to Finance
 Preis:   € 122,00

Reihe: Wiley Series in Probability and Statistics, Einband: Gb
Auflage: 1. Auflage
Verlag: John Wiley & Sons New York
Erscheinungsdatum: 4/2002
Seiten: 224 S.

ISBN-10: 0-471-41117-5   
ISBN-13: 978-0-471-41117-8

In den Warenkorb

Weitere Fachbücher aus dem Fachgebiet:
Finanz- u. Anlagewesen | Finanz- u. Wirtschaftsstatistik | Finanztechnik | Spezialthemen Statistik | 
zurück
Beschreibung
Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in the later chapters of the book make recent developments in time series more accessible. Examples from finance are maximized as much as possible throughout the book.
* Full set of exercises is displayed at the end of each chapter.
* First seven chapters cover standard topics in time series at a high-intensity level.
* Recent and timely developments in nonstandard time series techniques are illustrated with real finance examples in detail.
* Examples are systemically illustrated with S-plus with codes and data available on an associated Web site.
Inhalt
Preface.
Introduction.
Probability Models.
Autoregressive Moving Average Models.
Estimations in Time Domain.
Examples in SPLUS.
Forecasting.
Spectral Analysis.
Nonstationarity.
Heteroskedasticity.
Multivariate Time Series.
State Space Models.
Multivariate GARCH.
Cointegrations and Common Trends.
References.
Index.
 © academic-books.com, Alle Rechte vorbehalten.