Hos dig inom 2-6 arbetsdagar
Fri frakt vid köp över 99:- för medlemmar.
The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time seriesThe return series of multiple assetsBayesian 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.
- Format: Inbunden
- Upplaga: 3
- ISBN: 9780470414354
- Språk: Engelska
- Utgivningsdatum: 2010-09-30
- Del i serien: Wiley Desktop Editions
- Förlag: Wiley