UID:
almafu_9959328504802883
Format:
1 online resource (xxiii, 296 pages) :
,
illustrations
Edition:
2nd ed.
ISBN:
9781118032466
,
1118032462
,
9781118030714
,
1118030710
,
0470583622
,
9780470583623
Content:
"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."--
Content:
"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"--
Note:
Front Matter -- Introduction -- Probability Models -- Autoregressive Moving Average Models -- Estimation in the Time Domain -- Examples in Splus and R -- Forecasting -- Spectral Analysis -- Nonstationarity -- Heteroskedasticity -- Multivariate Time Series -- State Space Models -- Multivariate GARCH -- Cointegrations and Common Trends -- Markov Chain Monte Carlo Methods -- Statistical Arbitrage -- Answers to Selected Exercises -- References -- Subject Index -- Author Index -- Wiley Series in Probability and Statistics.
Additional Edition:
Print version: Chan, Ngai Hang. Time series. Hoboken, N.J. : Wiley, ©2010 ISBN 9780470583623
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118032466
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118032466
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118032466
