Time series applications to finance with R and S-Plus /
"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 b...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Tác giả của công ty: | |
| Định dạng: | Điện tử eBook |
| Ngôn ngữ: | Tiếng Anh |
| Được phát hành: |
Hoboken, N.J. :
Wiley,
2010.
|
| Phiên bản: | 2nd ed. |
| Những chủ đề: | |
| Truy cập trực tuyến: | An electronic book accessible through the World Wide Web; click to view |
| Các nhãn: |
Không có thẻ, Là người đầu tiên thẻ bản ghi này!
|
MARC
| LEADER | 00000nam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | 0000130465 | ||
| 005 | 20171002061024.0 | ||
| 006 | m u | ||
| 007 | cr cn||||||||| | ||
| 008 | 100423s2010 njua sb 001 0 eng d | ||
| 010 | |z 2010016632 | ||
| 020 | |z 9780470583623 (hardback) | ||
| 020 | |z 9781118030714 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10444387 | ||
| 035 | |a (OCoLC)705354491 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HA30.3 |b .C47 2010eb |
| 082 | 0 | 4 | |a 332.01/51955 |2 22 |
| 100 | 1 | |a Chan, Ngai Hang. | |
| 245 | 1 | 0 | |a Time series |h [electronic resource] : |b applications to finance with R and S-Plus / |c Ngai Hang Chan. |
| 250 | |a 2nd ed. | ||
| 260 | |a Hoboken, N.J. : |b Wiley, |c 2010. | ||
| 300 | |a xxiii, 296 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 520 | |a "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."-- |c Provided by publisher. | ||
| 520 | |a "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"-- |c Provided by publisher. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Risk management. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10444387 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 119614 |d 119614 | ||