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Fundamental topics and new methods in time series analysis "Analysis of Financial Time Series" provides a comprehensive and systematic introduction ...Show synopsisFundamental 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 analysisMarkov Chain Monte Carlo (MCMC) methodsDerivative pricing using jump diffusion with closed-form formulasVaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson processMultivariate 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.Hide synopsis
Description:Fair. 2nd ed, 107 Supplements present if applicable. Lots of...Fair. 2nd ed, 107 Supplements present if applicable. Lots of handling wear. Connecting readers with great books since 1972. We care about our customers.
Description:Fair. Stamp on page edges. damage to cover edges. 2nd ed. 008...Fair. Stamp on page edges. damage to cover edges. 2nd ed. 008 Item is intact, but may show shelf wear. Pages may include notes and highlighting. May or may not include supplemental or companion material. Access codes may or may not work. Connecting readers since 1972.
Description:Fair. Some shelf wear, may contain highlighting/notes, may not...Fair. Some shelf wear, may contain highlighting/notes, may not include cdrom or access codes, customer service is our top priority!
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Description:New. Soft Cover International edition. Different ISBN and Cover...New. Soft Cover International edition. Different ISBN and Cover image but contents are same as US edition. Perfect condition. English language. Delivery take 6-10 business days. Customer satisfaction our priority.
Description:Brand New in New jacket. Brand New Paperback, Soft cover...Brand New in New jacket. Brand New Paperback, Soft cover International Edition. Orders are usually processed within 6-10 business days by USPS (Priority & Media Mail) with Tracking Number. ([Receive your book fast] [clean wrapped] [well protected] [ships same day or within 2 business day] [Authentic book as described] [Free tracking number] [Genuine US Bookstore] Book printed in English. No shipping to PO Box/APO/FPO address. Sometimes the international edition will has different ISBN and Cover design from US edition and printing in either color or grayscale. Don't pay more for a used hard cover book when you can get this new book for less! Occasionally, international textbooks may come with different exercises at the end of chapters. Restricted sales disclaimer wordings |Not for Sales in USA and Canada| are printed on the cover of the book. It is legally to use the international edition in North America. We may ship the books from Asian regions for inventory purpose. Customer satisfaction guaranteed and please feels free to revert back to us for any further Queries and we will try to resolve it with our best knowledge. But the only main difference is that you save money! We offer all of our customers a 100% satisfaction guarantee, so you have nothing to lose. Take advantage of this great deal!
Description:New in new dust jacket. Brand New INTERNATIONAL EDITION, 5-8...New in new dust jacket. Brand New INTERNATIONAL EDITION, 5-8 days shipping! Different ISBN/Cover with same Contents as US EDITION. THIS IS NOT A US EDITION BOOK.
Description:New in new dust jacket. "MUST READ" NEW. International Edition....New in new dust jacket. "MUST READ" NEW. International Edition. The book has exactly same content as US but ISBN and Cover are difference from US edition. Very rare case, textbooks come with different exercises at the end of chapter's. Restricted sales disclaimer wordings not for Sales in USA and Canada may be printed on the cover of the book but it is absolutely legally to use in North America. Express Shipping via USPS Priority & Media Mail.
