عنوان

Time series :

شابک

0470583622 (hardback)

شابک

9780470583623 (hardback)

شماره

dltt

عنوان اصلي

Time series :

نام عام مواد

[Book]

ساير اطلاعات عنواني

applications to finance with R and S-Plus /

نام نخستين پديدآور

Ngai Hang Chan

وضعيت ويراست

Second edition

نام خاص و کميت اثر

xxiii, 296 pages :

ساير جزييات

illustrations ;

ابعاد

25 cm

متن يادداشت

Includes bibliographical references and indexes

متن يادداشت

"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds"--

متن يادداشت

"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds. The book offers succinct coverage of standard topics in statistical time series - such as forecasting and spectral analysis - in a manner that is both technical and conceptual. Recent developments in nonstandard time series techniques such as Bayesian methods and arbitrage statistics have been added to this edition, and they are illustrated in detail with real financial examples. Subroutines in R and S-Plus are lavishly displayed throughout in this new edition. An author website provides instructor notations and additional software subroutines, as well as complete solutions to the exercises in the text."--

موضوع مستند نشده

Econometrics

موضوع مستند نشده

Risk management

موضوع مستند نشده

Time-series analysis

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Chan, Ngai Hang

تاريخ عمليات

20160712082356.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y