Author: Ruey S. Tsay
Publisher: Wiley-Interscience
Keywords: series, probability, statistics, wiley, analysis, time, financial
Number of Pages: 640
Published: 2005-08-30
List price: $140.00
ISBN-10: 0471690740
ISBN-13: 9780471690740

Provides statistical tools and techniques needed to understand today’s financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This latest edition continues to emphasize empirical financial data and focuses on real-world examples. Following this approach, readers will master key aspects of financial time series, including volatility modeling, neural network applications, market microstructure and high-frequency

Author: Ruey S. Tsay
Publisher: Wiley
Keywords: series, probability, statistics, wiley, analysis, time, financial
Number of Pages: 712
Published: 2010-08-30
List price: $120.00
ISBN-10: 0470414359
ISBN-13: 9780470414354

This 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 featu

Author: Ruey S. Tsay
Publisher: Wiley-Interscience
Keywords: series, time, financial, analysis
Number of Pages: 472
Published: 2001-10-15
List price: $110.00
ISBN-10: 0471415448
ISBN-13: 9780471415442

Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application 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; and Bay

Authors:Dek Terrell, Thomas Fomby,
Publisher: JAI Press
Keywords: part, volume, advances, econometrics, series, time, analysis, financial, economic, econometric
Number of Pages: 378
Published: 2006-04-07
List price: $105.00
ISBN-10: 0762312734
ISBN-13: 9780762312733

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of Advances in Econometrics are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boost

Author: Philip Rothman
Publisher: Springer
Keywords: modeling, dynamic, econometrics, economics, finance, data, financial, time, series, analysis, economic, nonlinear
Number of Pages: 396
Published: 1999-01-31
List price: $355.00
ISBN-10: 0792383796
ISBN-13: 9780792383796

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching

Author: Andreas Galka
Publisher: World Scientific Publishing Company
Keywords: series, analysis, nonlinear, advanced, dynamics, eeg, implications, topics, time
Number of Pages: 342
Published: 2000-05
List price: $105.00
ISBN-10: 9810241488
ISBN-13: 9789810241483

Provides a thorough review of a class of powerful algorithms fro the numerical analysis of complex time series data which were obtained from dynamical systems.

Authors:J.B. Elsner, A.A. Tsonis,
Publisher: Springer
Keywords: analysis, series, language, time, science, tool, spectrum, new, singular
Number of Pages: 177
Published: 1996-10-31
List price: $149.00
ISBN-10: 0306454726
ISBN-13: 9780306454721

This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book’s focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.