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Electronic Book
Author Chan, Ngai Hang.

Title Time series [electronic resource] : applications to finance with R and S-Plus / Ngai Hang Chan.

Imprint Hoboken, N.J. : Wiley, 2010.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Edition 2nd ed.
Description xxiii, 296 p. : ill.
Bibliography Includes bibliographical references and indexes.
Summary "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."-- Provided by publisher.
"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"-- Provided by publisher.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Time-series analysis.
Econometrics.
Risk management.
Genre/Form Electronic books.
Added Author ProQuest (Firm)
ISBN 9780470583623 (hardback)
9781118030714 (electronic bk.)

 
    
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