Analysis of financial time series

Colaborador(es): Tsay, Ruey S [editor literario]Tipo de material: TextoTextoSeries Wiley series in probability and statisticsDetalles de publicación: New Jersey : Wiley-Interscience, 2005 Edición: 2nd ed.Descripción: XXI, 605 p. : gráf. ; 25 cmISBN: 978-0-471-69074-0Tema(s): Análisis de series temporalesResumen: This comprehensive book introduces the theory and applications of time series methods with an emphasis on statistical content and applications. It provides professionals with state-of-the-art methods for applying time series analysis to their work with real-life examples from financial markets. Provides broad, up-to-date coverage of material with real examples of financial applications. Covers important topics such as Extreme Value Theory and Value at Risk Offers strong statistical grounding, methods, and empirical examples
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This comprehensive book introduces the theory and applications of time series methods with an emphasis on statistical content and applications. It provides professionals with state-of-the-art methods for applying time series analysis to their work with real-life examples from financial markets. Provides broad, up-to-date coverage of material with real examples of financial applications. Covers important topics such as Extreme Value Theory and Value at Risk Offers strong statistical grounding, methods, and empirical examples

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