My Account
View Cart
Log-out
0
17 years of Excellence
SUBJECTS
ADV. SEARCH
Home
>
Subjects
>
Classics
Analysis Of Financial Time Series, 2Nd Ed
by Ruey S. Tsay
Price :
Rs
739.00
Your Price :
Rs
628.15
15
This book provides a comprehensive 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... Morefinancial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. 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. 1. Financial Time Series and Their Characteristics. 2. Linear Time Series Analysis and Its Applications. 3. Conditional Heteroscedastic Models. 4. Nonlinear Models and Their Applications. 5. High-Frequency Data Analysis and Market Microstructure. 6. Continuous-Time Models and Their Applications. 7. Extreme Values, Quantile Estimation, and Value at Risk. 8. Multivariate Time Series Analysis and Its Applications. 9. Principal Component Analysis and Factor Models. 10. Multivariate Volatility Models and Their Applications. 11. State-Space Models and Kalman Filter. 12. Markov Chain Monte Carlo Methods with Applications.
ISBN : 9788126523696
Pages : 628
Payment accepted by All Major Credit and Debit Cards, Net Banking, Cash Cards, Paytm, UPI, Paypal. Our payment gateways are 100% secure.
Check Delivery
Pls. enter your postal pincode.
Pls. enter valid Indian Postal Pincode.
Books by Same Author
15%
ANALYSIS OF FINANCIAL TIME SERIES, 2ND ED
by RUEY S. TSAY
15%
ANALYSIS OF FINANCIAL TIME SERIES, 3RD ED
by RUEY S. TSAY
Books of Similar Interest
20%
Something Fresh (Paperback)
by P. G. Wodehouse 7 Ratings
Sherlock Holmes (2)
by Sir Arthur Conan Doyle
7%
War and Pease
by Tolstory L.
Sherlock Holmes (30
by Sir Arthur Conan Doyle
20%
Right Ho, Jeeves
by P G Wodehouse
Support
Phone :
+91-9266663909
Email :
support [at] bestbookmart.com
Timing :
10:00 AM to 6:00 PM (Mon-Fri)
Quick Links
View Cart
My Account
Terms & Conditions
Privacy Policy
Return Policy
More Links
Our Subjects
Our Publishers
Powered By