By Ruey S. Tsay
The writer starts off with easy features of monetary time sequence info earlier than overlaying 3 major topics:
- Analysis and alertness of univariate monetary time series
- The go back sequence of a number of assets
- Bayesian inference in finance methods
Key positive aspects of the hot version contain extra insurance of contemporary day issues resembling arbitrage, pair buying and selling, learned volatility, and credits chance modeling; a gentle transition from S-Plus to R; and increased empirical monetary information sets.
The total aim of the booklet is to supply a few wisdom of monetary time sequence, introduce a few statistical instruments helpful for examining those sequence and achieve adventure in monetary purposes of varied econometric methods.
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Extra info for Analysis of Financial Time Series
Analysis of Financial Time Series by Ruey S. Tsay