Tsay ruey (129 resultados)

Hardcover. Condición: Acceptable. Contains some, or all, of the following: highlights, notes, and underlining. Pen underlining throughout. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.…

Condición: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.

Hardcover. Condición: Very Good. First Edition. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Condición: Good. Item in good condition and has highlighting/writing on text. Used texts may not contain supplemental items such as CDs, info-trac etc.

hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Hardback. Condición: Good. An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.…

Condición: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: very_good. This is a well-cared-for used book with light signs of previous use. There may be minor cover wear, a faint crease, or slight spine wear, but overall it's in great shape and fully readable. Please note: -May contain library or rental stickers. -Supplemental materials e.g., CDs, access codes, inserts are not guaranteed. -Box sets may not include original exterior box. Your satisfaction is our top priority! If you have any questions or concerns about your order, please don't hesitate to reach out. Thank you for shopping with us and supporting small businessâ"happy reading. …

Hardcover. Condición: Very Good. 2nd. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

hardcover. Condición: Good. 1st Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

hardcover. Condición: Good.

hardcover. Condición: Very Good. 2nd. Very Good text and cover, minor reading wear to text and covers/edges. US orders shipped via US Mail. International orders shipped via DHL. Additional postage may be required on oversize books and sets. NO prison orders.

Condición: Good. Highlights on a few pages. Minimal wear otherwise.

Hardback, cloth. Condición: Good+. No Jacket. First Edition, Third Print. A Course in Time Series Analysis, edited by Daniel Pena, George C. Tiao, Ruey S. Tsay Hardback, 2001, first edition, third print, published by John Wiley & Sons, Inc., New York, xvii + 460 pages+.In good condition, close to very good. Dark blue cloth binding, some scuffing but quite clean, small signs of shelf-wear. A little marking to page edges but quite clean. Page surfaces generally clean, no inscriptions, marginalia, underlining, etc. See pictures for more information. xvii, 460 pp.…

Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Condición: Very Good. Very Good condition. 3rd edition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp.

paperback. Condición: New. Language:Chinese.Paperback. Publisher: China Machine Press. This book introduces the economics and in measurement statistical literature.

Condición: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Condición: New.

Condición: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Paperback. Condición: Very Good. This title 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 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. The author begins with the basic characteristics of financial time series data, setting the foundation for the three main topics: analysis and application of univariate financial time series; return series of multiple assets; and, Bayesian inference in finance methods. This new edition is a thoroughly revised and updated text, including the addition of S-Plus(r) commands and illustrations. Exercises have been thoroughly updated and expanded and include the most current data, providing readers with more opportunities to put the models and methods into practice. Among the new material added to the text, readers will find: consistent covariance estimation under heteroscedasticity and serial correlation; alternative approaches to volatility modeling; financial factor models; state-space models; Kalman filtering; and, estimation of stochastic diffusion models. The tools provided in this text aid readers in developing a deeper understanding of financial markets through firsthand experience in working with financial data. This is an ideal textbook for MBA students as well as a reference for researchers and professionals in business and finance. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Condición: New.

Condición: New. Brand New.

Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Condición: acceptable. Used - Acceptable: All pages and the cover are intact, but shrink wrap, dust covers, or boxed set case may be missing. Pages may include limited notes, highlighting, or minor water damage but the text is readable. Item may be missing bundled media.

Hardcover. Condición: new. Hardcover. 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 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. Analysis of Financial Time Series, Third Edition 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condición: New.

Hardcover. Condición: new. Hardcover. 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 comparisonDifferent approaches to calculating asset volatility and various volatility modelsHigh-frequency financial data and simple models for price changes, trading intensity, and realized volatilityQuantitative methods for risk management, including value at risk and conditional value at riskEconometric 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

Condición: New.