000			01729nam a22002537a 4500
003			CUTN
005			20231129171355.0
008			231129b |||||||| |||| 00| 0 eng d
020			_a9788126548934
041			_aEnglish
082			_223 _a332.0151955 _bTSA
100			_aTsay, Ruey S.
240			_aAnalysis of financial time series
245			_aAnalysis of financial time series / _cRuey S Tsay.
250			_a3rd ed.
260			_aNew Delhi : _bJohn Wiley & Sons Inc, _c2018.
300			_axv, p77. : _bill. ; _c23 cm.
520			_aThis 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 series of multiple assets Bayesian 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.
650			_a financial time series
650			_aeconometric methods
650			_astatistical tools
650			_aS-Plus
942			_2ddc _cTB
999			_c40540 _d40540