Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
Editorial Reviews
Review
“…in my view, this is the number one reference for a course on financial econometrics...” (Statistical Papers, Vol.45, No.4, October 2004)
“…covers classical and new topics of financial econometrics…lots of examples, exercises and references at each chapter…” (Zentralblatt Math, Vol.1037, No.12, 2004)
"A textbook for graduate students of business or of mathematics with a business orientation." (Reference & Research Book News, May 2002)
"...an introductory book intended to provide a comprehensive and systematic account of financial econometric models and their application to modeling and prediciont..." (Quarterly of Applied Mathematics, Vol. LX, No. 2, June 2002)
"...an insightful and timely text…compelling reading...I would strongly consider using this text.." (Journal of Financial Research, Fall 2002)
"Always looking for a newer and better book, I will certainly enjoy having Analysis of Financial Time Series as my new primary resource." (Technometrics, Vol. 44, No. 4, November 2002)
--This text refers to an out of print or unavailable edition of this title.
Book Description
Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods. This is an ideal textbook for MBA students and a key reference for researchers and professionals in business and finance. Order your copy today.
Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
Analysis of Financial Time Series (Wiley Series in Probability and Statistics),Ruey S. Tsay,Wiley-Interscience,0471690740,Business & Economics,Business / Economics / Finance,Business/Economics,Econometrics,Finance,Investment Analysis,Programming - Systems Analysis & Design,Risk management,Time-series analysis,Business & Economics / Finance,Economic statistics
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