Analysis of Financial Time Series [Audiobook] download free by Ruey S. Tsay
- Listen audiobook: Analysis of Financial Time Series
- Author: Ruey S. Tsay
- Release date: 2010/5/8
- Publisher: JOHN WILEY AND SONS LTD
- Language: English
- Genre or Collection: Business, Finance and Law
- ISBN: 9780470414354
- Rating: 8.59 of 10
- Votes: 671
- Review by: Landon Blakely
- Review rating: 7.41 of 10
- Review Date: 2018/11/8
- Duration: 8H55M24S in 256 kbps (144 MB)
- Date of creation of the audiobook: 2018-09-16
- You can listen to this audiobook in formats: WAV, MPEG4, FLAC, OPUS, WMA Lossless, MP3, WMA (compression TAR.7Z, RAR, ARC, ZIP)
- Total pages original book: 720
- Includes a PDF summary of 85 pages
- Duration of the summary (audio): 1H4M29S (17 MB)
- Description or summary of the audiobook: 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.
- Other categories, genre or collection: Econometrics, Economic Statistics, Finance, Probability & Statistics
- Download servers: Gett, Torrent, Mediafire, BitShare, AnonFile.com, Dropbox, FreakShare, S42Transfer, Microsoft OneDrive. Compressed in TAR.7Z, RAR, ARC, ZIP
- Format: Hardback
- Approximate value: 84.41 USD
- Dimensions: 165x237x43mm
- Weight: 1,180g
- Printed by: Wiley-Blackwell
- Published in: Hoboken, United States
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