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Analysis of Financial Time Series

Hardcover • 2010 • English

Analysis of Financial Time Series

By Ruey S. Tsay

1 Ratings • 5.0 of 5

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About the book

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 ser...Show more

Book details

ISBN

9780470414354

Publisher

JOHN WILEY SONS

Published year

2010

Language

English

Original title

Analysis of Financial Time Series

Format

Hardcover

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Reviews · 0

1 Ratings • 5.0 of 5

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