Analysis of financial time series
Tipo de material: TextoSeries 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 examplesTipo de ítem | Biblioteca de origen | Signatura | URL | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems |
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Fuera de préstamo | 07. BIBLIOTECA CIENCIAS SOCIALES Y JURÍDICAS | 519.24/TSA/ana *Prof. Coronado (Navegar estantería(Abre debajo)) | Texto completo | No para préstamo | 3742930675 |
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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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