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

4,27 valoración promedio
( 59 valoraciones por GoodReads )
 
9780470414354: Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
Críticas:

"Factor models, an important technique used in quantitative finance, are given a full treatment with macroeconomic factor models and fundamental factor models. The coverage of the book is comprehensive. It starts from basic time series techniques and finishes with advanced concepts such as state space models and MCMC methods. There is a balance between the theoretical background necessary to appreciate the nuances and the practical aspect of implementation. More importantly it gives insights about what time series models can't address. The book has an excellent supporting website which has all the programs and data sets which helps to internalize the concepts. Finally, teaching professionals should find the solutions manual as a valuable tool to explain concepts and to ensure understanding." (BookPleasures.com, January 2011) "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." (Insurance News Net, 8 December 2010)

Reseña del editor:

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

Edición internacional
Edición internacional

1.

Ruey S. Tsay
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Cantidad: 3
Edición internacional
Librería
booksdeck
(Westlake Village, CA, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Brand new book. This is an international edition textbook with identical content as the US version. We ship all our orders from CA/IL, USA (depending on your address) and NOT from Asia! Choose expedited shipping for superfast delivery with tracking. Nº de ref. de la librería 9780470414354

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 15,88
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

2.

Tsay, Ruey S.
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Paperback Cantidad: 14
Edición internacional
Librería
Bookstore99
(Wilmington, DE, Estados Unidos de America)
Valoración
[?]

Descripción Paperback. Estado de conservación: New. This is an International Edition, Brand NEW, Shrink Wrapped, Paperback, Ships from multiple locations across the globe in 4-7 business days; delivered well within delivery estimates with Tracking. Choose Expedited Shipping for 3-4 Business DAY DELIVERY. ISBN and Cover page may differ. International edition does not comes with CD/access code. Book cover may contain restrictions but it is absolutely legal to use, may be printed in black & white having similar contents as US edition. Best Customer Support. Please READ Description Carefully Before Buying. Occasionally, international textbooks may come with different exercises at the end of chapters. Nº de ref. de la librería US_9788126548934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 13,35
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,77
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

3.

Ruey S. Tsay
Editorial: Wiley (2010)
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Soft cover Cantidad: 15
Edición internacional
Librería
VAS BOOKS INC
(Jamaica, NY, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Soft cover. Estado de conservación: New. 3rd Edition. Brand New. International Edition. International Edition, Cover & ISBN may be different from US edition, PAPERBACK. Book Condition: New. Brand New,Softcover,No Access code & No context dvd, But Contents are same as US Edition. Printed in English Language. Nº de ref. de la librería #9788126548934 W

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 14,26
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,62
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

4.

Tsay, Ruey S.
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Paperback Cantidad: > 20
Edición internacional
Librería
US_Superfast_Bookstore
(New Castle, DE, Estados Unidos de America)
Valoración
[?]

Descripción Paperback. Estado de conservación: New. This is an International Edition Brand New Paperback Same Title Author and Edition as listed. ISBN and Cover design differs. Similar Contents as U.S Edition. Standard Delivery within 6-14 business days ACROSS THE GLOBE. We can ship to PO Box address in US. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" or "For sale in Asia only" or similar restrictions- printed only to discourage students from obtaining an affordable copy. US Court has asserted your right to buy and use International edition. Access code/CD may not provided with these editions. We may ship the books from multiple warehouses across the globe including Asia depending upon the availability of inventory. Printed in English. Customer satisfaction guaranteed. Nº de ref. de la librería US9780470414354

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 16,53
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,45
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

5.

Tsay, Ruey S.
Editorial: Wiley
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Tapa blanda Cantidad: 15
Edición internacional
Librería
Sunshine Book Store
(Wilmington, DE, Estados Unidos de America)
Valoración
[?]

Descripción Wiley. Estado de conservación: New. 0470414359 This is an International Edition. Brand New, Paperback, Delivery within 6-14 business days, Similar Contents as U.S Edition, ISBN and Cover design may differ, printed in Black & White. Choose Expedited shipping for delivery within 3-8 business days. We do not ship to PO Box, APO , FPO Address. In some instances, subjects such as Management, Accounting, Finance may have different end chapter case studies and exercises. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" and "Content may different from U.S. Edition" - printed only to discourage U.S. students from obtaining an affordable copy. The U.S. Supreme Court has asserted your right to purchase international editions, and ruled on this issue. Access code/CD is not provided with these editions , unless specified. We may ship the books from multiple warehouses across the globe, including India depending upon the availability of inventory storage. Customer satisfaction guaranteed. Nº de ref. de la librería NU9780470414354

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 19,05
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

6.

Tsay, Ruey S.
Editorial: Wiley
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Tapa dura Cantidad: > 20
Edición internacional
Librería
Ben's Book Shop
(Wilmington, DE, Estados Unidos de America)
Valoración
[?]

Descripción Wiley. Hardcover. Estado de conservación: New. 0470414359 International Edition Paperback OR Softcover Edition with Same Contents. Fast Delivery. Book Cover and ISBN may be different from the US Edition. Customer satisfaction guaranteed. Nº de ref. de la librería INDMRK-9788126548934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 15,43
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,69
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

7.

Tsay
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Soft cover Cantidad: > 20
Edición internacional
Librería
LOW COST_FAST SHIP
(Scottsdale, AZ, Estados Unidos de America)
Valoración
[?]

Descripción Soft cover. Estado de conservación: New. Opt EXPEDITED shipping for 2 to 4 day delivery - Brand NEW - International Edition - 3ed - SAME Contents as in US edition - SHRINKwrapped BOXpacked - There is no CD or Access Code, unless specified above - Ships from various locations. Nº de ref. de la librería O76

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 14,32
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 5,55
A Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

8.

Ruey S. Tsay
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Tapa blanda Cantidad: 10
Edición internacional
Librería
bookscollection
(Delhi, DELHI, India)
Valoración
[?]

Descripción Estado de conservación: Brand New. PAPERBACK,Book Condition New, Brand New, Softcover, International Edition. We Do not Ship APO FPO AND PO BOX. Cover Image & ISBN may be different from US edition but contents as US Edition. Printing in English language. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Nº de ref. de la librería ABESTTND2282

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 18,46
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,60
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

9.

Ruey S. Tsay
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Tapa blanda Cantidad: 10
Edición internacional
Librería
bookscollection
(Delhi, DELHI, India)
Valoración
[?]

Descripción Estado de conservación: Brand New. PAPERBACK,Book Condition New, Brand New, Softcover, International Edition. We Do not Ship APO FPO AND PO BOX. Cover Image & ISBN may be different from US edition but contents as US Edition. Printing in English language. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Nº de ref. de la librería ABEDUPPP1758

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 18,46
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,60
De India a Estados Unidos de America
Destinos, gastos y plazos de envío
Edición internacional
Edición internacional

10.

Ruey S Tsay
ISBN 10: 0470414359 ISBN 13: 9780470414354
Nuevos Softcover Cantidad: > 20
Edición internacional
Librería
GREAT BOOKS DEAL
(TALLAHASSEE, FL, Estados Unidos de America)
Valoración
[?]

Descripción Softcover. Estado de conservación: New. 3rd edition. Brand New; Paperback; Black & White or Color International Edition. ISBN and Cover page may differ but similar contents as US edition. GET IT FAST in 3-5 business days by DHL/FEDEX with tracking number. Books printed in English. No shipping to PO Box/APO/FPO address. In some instances, the international textbooks may have different end chapter case studies and exercises. International Edition Textbooks may bear a label "Not for sale in the U.S. or Canada" and "Content may different from U.S. Edition" - printed only to discourage U.S. students from obtaining an affordable copy. The U.S. Supreme Court has asserted your right to purchase international editions, and ruled on this issue. Access code or CD is not provided with these editions, unless specified. We may ship the books from multiple warehouses across the globe, including India depending upon the availability of inventory storage. Customer satisfaction guaranteed. Nº de ref. de la librería INAB1424362

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 18,50
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,66
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda