Analysis of Financial Time Series Tsay Ruey S.
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…
Specifikacia Analysis of Financial Time Series Tsay Ruey S.
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 seriesThe return series of multiple assetsBayesian inference in finance methodsKey features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.The overall objective of the book is
Practical Time Series Analysis
Analysis of Financial Statements
Financial Reporting & Analysis