ISBN: 9780471746188

Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehensive and systematic introdu… Mehr…

Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehensive and systematic introduction to financial econometricmodels and their applications in modeling and predicting financialtime series data. This latest edition continues to emphasizeempirical financial data and focuses on real-world examples.Following this approach, readers will master key aspects offinancial time series, including volatility modeling, neuralnetwork applications, market microstructure and high-frequencyfinancial data, continuous-time models and Ito's Lemma, Value atRisk, multiple returns analysis, financial factor models, andeconometric modeling via computation-intensive methods. The author begins with the basic characteristics of financialtime series data, setting the foundation for the three maintopics: * Analysis and application of univariate financial timeseries * Return series of multiple assets * Bayesian inference in finance methods This new edition is a thoroughly revised and updated text,including the addition of S-Plus® commands and illustrations.Exercises have been thoroughly updated and expanded and include themost current data, providing readers with more opportunities to putthe models and methods into practice. Among the new material addedto the text, readers will find: * Consistent covariance estimation under heteroscedasticity andserial correlation * Alternative approaches to volatility modeling * Financial factor models * State-space models * Kalman filtering * Estimation of stochastic diffusion models The tools provided in this text aid readers in developing adeeper understanding of financial markets through firsthandexperience in working with financial data. This is an idealtextbook for MBA students as well as a reference for researchersand professionals in business and finance. eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Mathematik; eBooks > Fachbücher > Wirtschaft; eBooks > Fachbücher > Ingenieurwissenschaften; eBooks > Fachbücher > Mathematik , John Wiley & Sons, Inc., PDF, John Wiley & Sons, Inc.<

2005, ISBN: 9780471746188

Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehensive and systematic intr… Mehr…

Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehensive and systematic introduction to financial econometricmodels and their applications in modeling and predicting financialtime series data. This latest edition continues to emphasizeempirical financial data and focuses on real-world examples.Following this approach, readers will master key aspects offinancial time series, including volatility modeling, neuralnetwork applications, market microstructure and high-frequencyfinancial data, continuous-time models and Ito's Lemma, Value atRisk, multiple returns analysis, financial factor models, andeconometric modeling via computation-intensive methods. The author begins with the basic characteristics of financialtime series data, setting the foundation for the three maintopics: * Analysis and application of univariate financial timeseries * Return series of multiple assets * Bayesian inference in finance methods This new edition is a thoroughly revised and updated text,including the addition of S-Plus® commands and illustrations.Exercises have been thoroughly updated and expanded and include themost current data, providing readers with more opportunities to putthe models and methods into practice. Among the new material addedto the text, readers will find: * Consistent covariance estimation under heteroscedasticity andserial correlation * Alternative approaches to volatility modeling * Financial factor models * State-space models * Kalman filtering * Estimation of stochastic diffusion models The tools provided in this text aid readers in developing adeeper understanding of financial markets through firsthandexperience in working with financial data. This is an idealtextbook for MBA students as well as a reference for researchersand professionals in business and finance. eBook Ruey S. Tsay PDF, John Wiley & Sons, Inc., 01.09.2005, John Wiley & Sons, Inc., 2005<

ISBN: 9780471746188

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 intr… Mehr…

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 financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods.The author begins with the basic characteristics of financial time series data, setting the foundation for the three main topics:Analysis and application of univariate financial time seriesReturn series of multiple assetsBayesian inference in finance methodsThis new edition is a thoroughly revised and updated text, including the addition of S-Plus commands and illustrations. Exercises have been thoroughly updated and expanded and include the most current data, providing readers with more opportunities to put the models and methods into practice. Among the new material added to the text, readers will find:Consistent covariance estimation under heteroscedasticity and serial correlationAlternative approaches to volatility modelingFinancial factor modelsState-space modelsKalman filteringEstimation of stochastic diffusion modelsThe tools provided in this text aid readers in developing a deeper understanding of financial markets through firsthand experience in working with financial data. This is an ideal textbook for MBA students as well as a reference for researchers and professionals in business and finance.; PDF; Business,Finance and Law > Economics > Econometrics > Economic statistics, Wiley<

2005, ISBN: 9780471746188

eBooks, eBook Download (PDF), 2. Auflage, Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text pr… Mehr…

eBooks, eBook Download (PDF), 2. Auflage, 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 financial data, continuous-time models and Ito's Lemma, Value at Risk, multiple returns analysis, financial factor models, and econometric modeling via computation-intensive methods. The author begins with the basic characteristics of financial time series data, setting the foundation for the three main topics: Analysis and application of univariate financial time series Return series of multiple assets Bayesian inference in finance methods This new edition is a thoroughly revised and updated text, including the addition of S-Plus commands and illustrations. Exercises have been thoroughly updated and expanded and include the most current data, providing readers with more opportunities to put the models and methods into practice. Among the new material added to the text, readers will find: Consistent covariance estimation under heteroscedasticity and serial correlation Alternative approaches to volatility modeling Financial factor models State-space models Kalman filtering Estimation of stochastic diffusion models The tools provided in this text aid readers in developing a deeper understanding of financial markets through firsthand experience in working with financial data. This is an ideal textbook for MBA students as well as a reference for researchers and professionals in business and finance. [PU: Wiley], Seiten: 576, Wiley, 2005<

2005, ISBN: 9780471746188

eBooks, eBook Download (PDF), 2. Auflage, [PU: Wiley], Wiley, 2005