LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2010016632 |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780470583623 |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0470583622 (hardback) |
DEWEY DECIMAL CLASSIFICATION NUMBER |
Call number |
332.01/51955 |
MAIN ENTRY--PERSONAL NAME |
Authors |
Chan, Ngai Hang. |
TITLE STATEMENT |
Title |
Time series : |
Subtitle |
applications to finance with R and S-Plus / |
Statement of responsibility, etc |
Ngai Hang Chan. |
EDITION STATEMENT |
Edition |
2nd ed. |
PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication |
Hoboken, N.J. : |
Publisher |
Wiley, |
Date |
c2010. |
PHYSICAL DESCRIPTION |
Extent |
xxiii, 296 p. : |
Other Details |
ill. ; |
Size |
25 cm. |
SUMMARY |
Summary |
"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."-- |
SUMMARY |
Summary |
"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"-- |
SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Heading |
Time-series analysis. |
SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Heading |
Econometrics. |
SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Heading |
Risk management. |
ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49 |
Public note |
Location Map |
MAIN ENTRY--PERSONAL NAME |
-- |
47899 |
SUBJECT ADDED ENTRY--TOPICAL TERM |
-- |
5406 |
SUBJECT ADDED ENTRY--TOPICAL TERM |
-- |
1627 |
SUBJECT ADDED ENTRY--TOPICAL TERM |
-- |
199 |