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

Ruey S. Tsay




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 | #914609 in Books |  2005-08-30 | Original language:English | PDF # 1 |  9.39 x1.33 x6.48l,2.21 | File type: PDF | 640 pages

||4 of 4 people found the following review helpful.| A nice up-to-date collection of time series techniques|By Robby|A nice up-to-date collection of time series techniques. Should be useful for someone who already has some experience in the field. However, would not recommend as an introduction for an uninitiated.

Pros:
* Covers a broad scope of up-to-date time series topics.
* Presentations of models are con| |"…too wonderful [a] book to be missed by any one who works in time series analysis." (Journal of Statistical Computation and Simulation, October 2006) |"...an excellent account of financial time series...[for] students and especially to practiti

Provides statistical tools and techniques needed to understand today's financial markets

The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of fi...

You can specify the type of files you want, for your gadget.Analysis of Financial Time Series (Wiley Series in Probability and Statistics)   |  Ruey S. Tsay. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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