An Introduction to Analysis of Financial Data with R (Wiley Series in Probability and Statistics)

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9780470890813: An Introduction to Analysis of Financial Data with R (Wiley Series in Probability and Statistics)
Críticas:

"I found this book highly informative and interesting to read. The proper mix of theory and hands-on programming examples makes it recommended reading for both R programmers interested in finance and financial analysts with a basic programming background. Well written and following a clear and defined logical layout, the author has written a current reference text on using a powerful open-source programming language for typical financial analysis." ("Computing Reviews", 25 March 2014)"All in all, this book is a good and useful introduction to financial time series with many real-world examples. It is suitable for use both as a textbook and for self-study, with exercises provided at the end of each chapter." ("International Statistical Review", 14 June 2013)

Críticas:

"All in all, this book is a good and useful introduction to financial time series with many real-world examples. It is suitable for use both as a textbook and for self-study, with exercises provided at the end of each chapter." ("International Statistical Review", 14 June 2013)

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ISBN 10: 0470890819 ISBN 13: 9780470890813
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Descripción Hardcover. Estado de conservación: New. Ship out 24 hours,Brand new,US edition, (Express shipping worldwide)1-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,js. Nº de ref. de la librería ABE-5524105326

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2.

Ruey S. Tsay
Editorial: John Wiley and Sons Ltd, United States (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
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Descripción John Wiley and Sons Ltd, United States, 2012. Hardback. Estado de conservación: New. 1. Auflage. 236 x 160 mm. Language: English . Brand New Book. A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: * Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison * Different approaches to calculating asset volatility and various volatility models * High-frequency financial data and simple models for price changes, trading intensity, and realized volatility * Quantitative methods for risk management, including value at risk and conditional value at risk * Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today s financial markets. Nº de ref. de la librería ALB9780470890813

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Ruey S. Tsay
Editorial: John Wiley and Sons Ltd, United States (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United States, 2012. Hardback. Estado de conservación: New. 1. Auflage. 236 x 160 mm. Language: English . Brand New Book. A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: * Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison * Different approaches to calculating asset volatility and various volatility models * High-frequency financial data and simple models for price changes, trading intensity, and realized volatility * Quantitative methods for risk management, including value at risk and conditional value at risk * Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today s financial markets. Nº de ref. de la librería ALB9780470890813

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Ruey S. Tsay
Editorial: John Wiley and Sons Ltd
ISBN 10: 0470890819 ISBN 13: 9780470890813
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THE SAINT BOOKSTORE
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Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, An Introduction to Analysis of Financial Data with R, Ruey S. Tsay, A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison Different approaches to calculating asset volatility and various volatility models High-frequency financial data and simple models for price changes, trading intensity, and realized volatility Quantitative methods for risk management, including value at risk and conditional value at risk Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today's financial markets. Nº de ref. de la librería B9780470890813

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Ruey S. Tsay
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ISBN 10: 0470890819 ISBN 13: 9780470890813
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Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470890819

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Ruey S. Tsay
Editorial: Wileyand#8211;Blackwell (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
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Descripción Wileyand#8211;Blackwell, 2012. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470890813

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Tsay, Ruey S.
Editorial: Wiley (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
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Irish Booksellers
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Descripción Wiley, 2012. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470890819

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Tsay, Ruey S.
Editorial: Wiley (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
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Descripción Wiley, 2012. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110470890819

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Descripción 2012. Hardcover. Estado de conservación: New. 1st. 155mm x 25mm x 236mm. Hardcover. This book provides a systematic and mathematically accessible introduction to financial econometric models and their applications in modeling and predicting financial time series data. It .Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 390 pages. 0.699. Nº de ref. de la librería 9780470890813

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Tsay, Ruey S.
Editorial: John Wiley & Sons Inc (2012)
ISBN 10: 0470890819 ISBN 13: 9780470890813
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Revaluation Books
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Descripción John Wiley & Sons Inc, 2012. Hardcover. Estado de conservación: Brand New. 1st edition. 416 pages. 9.75x6.25x1.00 inches. In Stock. Nº de ref. de la librería z-0470890819

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