Time series : applications to finance with R and S-Plus /
By: Chan, Ngai Hang
Material type: BookPublisher: Hoboken, N.J. : Wiley, c2010.Edition: 2nd ed.Description: xxiii, 296 p. : ill. ; 25 cm.ISBN: 9780470583623; 0470583622 (hardback)Subject(s): Time-series analysis | Econometrics | Risk managementDDC classification: 332.01/51955 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.0151955 CH TI (Browse shelf) | Available | T0026474 |
, Shelving location: Main Collection Close shelf browser
332.015195 RE IN Introduction to quantitative finance : | 332.015195 SC CO A course on statistics for finance / | 332.015195 WA FI Financial econometrics : | 332.0151955 CH TI Time series : | 332.019 CO HO The hour between dog and wolf : | 332.019 NE WP New perspectives on emotions in finance : | 332.023 GU AC Accounting, business, and finance / |
Includes bibliographical references and indexes.
"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."--
"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"--