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 ...
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 Bayesian inference in finance methods. Timely topics and recent results include: Value at Risk (VaR) High-frequency financial data analysis Markov Chain Monte Carlo (MCMC) methods Derivative pricing using jump diffusion with closed-form formulas VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process Multivariate volatility models with time-varying correlations Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods.
New in new dust jacket. International Edition, Brand New. ISBN and Cover Page differs, Contents similar to US edition. Access code or CD not available. Choose Expedited shipping for delivery in 3 to 5 business days. Legal to use despite any disclaimer on cover as per US courts. Shipping to PO Box Addresses available. Customer satisfaction guaranteed.
New in new dust jacket. International Edition. Brand New. Different ISBN number and Cover Page but contents similer to US edition. No CD/Access code with this. Legal to use despite any disclaimer on cover as per US courts. Choose Expedited shipping for 3-5 business days delivery. We can ship to PO Box Addresses. 100% Customer Satisfaction.
New. 0470414359 Brand New International Edition. SoftCover. Guaranteed Super Fast Delivery. Same Contents as US Editions. ISBN and Cover might be different in some cases. Please allow 4-14 days to arrive. Great Customer Service.
New in new dust jacket. This is an International Edition. Brand New, Soft Cover, Paper Back and written in English Different ISBN and Cover Image with US Edition. Content and Chapters same as US Edition. High Quality Color Printed on Glossy Paper which is same Paper Quality as Original US Edition Printing Occasionally, international textbooks will different exercises at the end of chapters. Some book may show some sales disclaimer word such as ""Not for Sale or Restricted in US"" on the cover page but it is absolutely legal to use in USA or Canada.
New in new dust jacket. INTERNATIONAL EDITION, brand New, International/Global Edition, MAY HAVE NO SOLUTION MANUAL, NO CD, NO ACCESS CARD, Soft Cover/ Paper Back written in English, Different ISBN and Cover Image from US Edition; Sometimes, the title is different from US Edition, and the exercises and homework problem are in different orders or maybe completely different than the US edition. Please email us for INQUIRIES.
Alibris, the Alibris logo, and Alibris.com are registered trademarks of Alibris, Inc.
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited, Baker & Taylor, Inc., or by their respective licensors, or by the publishers, or by their respective licensors. For personal use only. All rights reserved. All rights in images of books or other publications are reserved by the original copyright holders.